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 | 0,91% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 902 CHF | 55 402 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 598 CHF | 46 098 CHF | 99,91% | 99,91% |
18/11/2024 | 0,98% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 009 CHF | 51 509 CHF | 99,91% | 99,91% |
15/11/2024 | 0,91% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 613 CHF | 55 113 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 810 CHF | 61 310 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 295 CHF | 58 795 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 134 CHF | 81 634 CHF | 99,69% | 99,69% |
11/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 292 CHF | 87 792 CHF | 99,91% | 99,91% |
08/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 955 CHF | 75 455 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 739 CHF | 83 239 CHF | 99,91% | 99,91% |