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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,56% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 439 CHF | 94 971 CHF | 100,00% | 100,00% |
22/11/2024 | 0,57% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 184 CHF | 97 735 CHF | 100,00% | 100,00% |
20/11/2024 | 0,75% | 1,91 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 065 CHF | 96 784 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 1,95 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 849 CHF | 99 466 CHF | 99,40% | 99,40% |
18/11/2024 | 0,63% | 1,95 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 904 CHF | 98 519 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 918 CHF | 97 467 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,89 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 807 CHF | 95 341 CHF | 99,52% | 99,52% |
13/11/2024 | 0,71% | 1,89 CHF | 1,91 CHF | 50 000 | 50 000 | 49 554 | 49 383 | 92 287 CHF | 92 622 CHF | 99,32% | 99,32% |
12/11/2024 | 0,79% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 633 CHF | 90 344 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 661 CHF | 91 299 CHF | 100,00% | 100,00% |