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 | 0,70% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 360 CHF | 71 860 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 040 CHF | 62 540 CHF | 99,91% | 99,91% |
18/11/2024 | 0,74% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 497 CHF | 67 997 CHF | 99,90% | 99,90% |
15/11/2024 | 0,70% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 134 CHF | 71 634 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 302 CHF | 77 802 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 789 CHF | 75 289 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 614 CHF | 98 114 CHF | 99,70% | 99,70% |
11/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 792 CHF | 104 292 CHF | 99,91% | 99,91% |
08/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 476 CHF | 91 976 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 326 CHF | 99 826 CHF | 99,91% | 99,91% |