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 | 0,66% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 051 CHF | 75 551 CHF | 99,44% | 99,44% |
19/11/2024 | 0,66% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 055 CHF | 76 555 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 219 CHF | 72 719 CHF | 99,28% | 99,28% |
15/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 806 CHF | 68 306 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 158 CHF | 62 658 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 735 CHF | 67 235 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 526 CHF | 70 026 CHF | 99,80% | 99,80% |
11/11/2024 | 0,62% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 844 CHF | 80 344 CHF | 99,76% | 99,76% |
08/11/2024 | 0,61% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 244 CHF | 82 744 CHF | 99,15% | 99,15% |
07/11/2024 | 0,60% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 082 CHF | 83 582 CHF | 99,96% | 99,96% |