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 | 0,69% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 109 CHF | 72 609 CHF | 99,39% | 99,39% |
19/11/2024 | 0,74% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 282 CHF | 67 782 CHF | 99,28% | 99,28% |
18/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 219 CHF | 76 719 CHF | 99,29% | 99,29% |
15/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 704 CHF | 79 204 CHF | 99,37% | 99,37% |
14/11/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 472 CHF | 69 972 CHF | 99,39% | 99,39% |
13/11/2024 | 0,70% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 861 CHF | 71 361 CHF | 99,38% | 99,38% |
12/11/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 49 999 | 50 000 | 75 482 CHF | 75 983 CHF | 99,10% | 99,10% |
11/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 231 CHF | 76 731 CHF | 99,31% | 99,31% |
08/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 516 CHF | 77 016 CHF | 99,38% | 99,38% |
07/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 218 CHF | 74 718 CHF | 99,25% | 99,25% |