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 | 0,79% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 926 CHF | 63 426 CHF | 100,00% | 100,00% |
19/11/2024 | 0,87% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 957 CHF | 62 501 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 001 CHF | 62 501 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 051 CHF | 63 551 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 119 CHF | 63 619 CHF | 99,52% | 99,52% |
13/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 49 882 | 49 704 | 67 611 CHF | 67 874 CHF | 99,32% | 99,32% |
12/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 600 CHF | 67 100 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 647 CHF | 64 216 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 738 CHF | 63 283 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 60 326 CHF | 59 231 CHF | 98,51% | 98,51% |