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 | 0,56% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 60 908 CHF | 54 259 CHF | 99,65% | 99,65% |
19/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 60 807 CHF | 54 202 CHF | 99,66% | 99,66% |
18/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 60 114 CHF | 53 613 CHF | 99,66% | 99,66% |
15/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 34 344 | 30 429 | 60 065 CHF | 53 497 CHF | 99,66% | 99,66% |
14/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 59 655 CHF | 53 192 CHF | 99,66% | 99,66% |
13/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 34 765 | 30 956 | 59 079 CHF | 52 925 CHF | 90,87% | 90,87% |
12/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 58 537 CHF | 52 180 CHF | 99,66% | 99,66% |
11/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 34 391 | 30 489 | 59 379 CHF | 52 880 CHF | 98,60% | 98,60% |
08/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 60 115 CHF | 53 572 CHF | 99,65% | 99,65% |
07/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 58 134 CHF | 51 857 CHF | 99,66% | 99,66% |