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 | 0,74% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 447 CHF | 67 947 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 071 CHF | 67 571 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 932 CHF | 68 432 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 81 133 CHF | 81 733 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 73 353 CHF | 73 953 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 72 257 CHF | 72 857 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 69 887 CHF | 70 487 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 67 478 CHF | 68 078 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 67 472 CHF | 68 072 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 68 937 CHF | 69 537 CHF | 100,00% | 100,00% |