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 | 0,61% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 073 CHF | 81 573 CHF | 99,46% | 99,46% |
19/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 061 CHF | 82 561 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 245 CHF | 78 745 CHF | 99,29% | 99,29% |
15/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 49 998 | 73 845 CHF | 74 342 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 160 CHF | 68 660 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 230 CHF | 72 730 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 010 CHF | 75 510 CHF | 99,81% | 99,81% |
11/11/2024 | 0,58% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 307 CHF | 85 807 CHF | 99,77% | 99,77% |
08/11/2024 | 0,57% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 659 CHF | 88 159 CHF | 99,16% | 99,16% |
07/11/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 512 CHF | 89 012 CHF | 99,96% | 99,96% |