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 | 0,96% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 809 CHF | 56 349 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 892 CHF | 55 392 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 872 CHF | 55 372 CHF | 100,00% | 100,00% |
15/11/2024 | 0,93% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 971 CHF | 56 497 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 027 CHF | 56 527 CHF | 99,52% | 99,52% |
13/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 49 704 | 60 683 CHF | 60 832 CHF | 99,32% | 99,32% |
12/11/2024 | 0,84% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 510 CHF | 60 010 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 605 CHF | 57 105 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 659 CHF | 56 159 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 48 695 | 53 217 CHF | 52 302 CHF | 98,51% | 98,51% |