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 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 950 CHF | 68 450 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 946 CHF | 70 446 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 321 CHF | 69 821 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 759 CHF | 68 259 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 078 CHF | 69 578 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 555 CHF | 71 055 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 819 CHF | 69 319 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 513 CHF | 66 013 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 251 CHF | 66 751 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 621 CHF | 67 121 CHF | 100,00% | 100,00% |