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% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 397 CHF | 67 897 CHF | 99,81% | 99,81% |
19/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 281 CHF | 67 781 CHF | 99,72% | 99,72% |
18/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 981 CHF | 67 481 CHF | 99,71% | 99,71% |
15/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 643 CHF | 67 143 CHF | 99,81% | 99,81% |
14/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 084 CHF | 67 584 CHF | 99,81% | 99,81% |
13/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 764 CHF | 67 264 CHF | 99,81% | 99,81% |
12/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 645 CHF | 67 145 CHF | 99,51% | 99,51% |
11/11/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 862 CHF | 67 362 CHF | 99,72% | 99,72% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 471 CHF | 66 971 CHF | 99,81% | 99,81% |
07/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 240 CHF | 66 740 CHF | 95,69% | 95,69% |