Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,59% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 961 CHF | 85 461 CHF | 99,47% | 99,47% |
19/11/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 383 CHF | 77 883 CHF | 94,47% | 94,47% |
18/11/2024 | 0,52% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 692 CHF | 97 192 CHF | 77,51% | 94,49% |
15/11/2024 | 0,63% | 1,87 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 132 CHF | 79 632 CHF | 77,59% | 94,36% |
14/11/2024 | 0,62% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 881 CHF | 81 381 CHF | 94,38% | 94,38% |
13/11/2024 | 0,65% | 1,74 CHF | 1,73 CHF | 50 000 | 50 000 | 43 555 | 43 555 | 67 474 CHF | 67 909 CHF | 82,14% | 88,74% |
12/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 753 CHF | 36 003 CHF | 93,20% | 93,20% |
11/11/2024 | 0,65% | 1,64 CHF | 1,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 164 CHF | 38 414 CHF | 97,61% | 97,85% |
08/11/2024 | 0,88% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 448 CHF | 28 698 CHF | 99,40% | 99,40% |
07/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 829 CHF | 27 079 CHF | 99,21% | 99,21% |