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 | 0,53% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 703 CHF | 94 203 CHF | 99,97% | 99,97% |
19/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 144 CHF | 94 644 CHF | 99,85% | 99,85% |
18/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 900 CHF | 92 400 CHF | 99,95% | 99,95% |
15/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 038 CHF | 90 538 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 828 CHF | 92 328 CHF | 99,66% | 99,66% |
13/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 772 CHF | 93 272 CHF | 99,97% | 99,97% |
12/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 718 CHF | 92 218 CHF | 99,83% | 99,83% |
11/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 164 CHF | 87 664 CHF | 99,80% | 99,80% |
08/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 941 CHF | 87 441 CHF | 99,87% | 99,87% |
07/11/2024 | 0,62% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 926 CHF | 81 426 CHF | 99,90% | 99,90% |