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 | 0,54% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 63 168 CHF | 56 260 CHF | 99,64% | 99,64% |
19/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 34 343 | 30 429 | 63 026 CHF | 56 170 CHF | 99,65% | 99,65% |
18/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 50 000 | 50 000 | 34 343 | 30 429 | 62 363 CHF | 55 606 CHF | 99,65% | 99,65% |
15/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 34 343 | 30 429 | 62 307 CHF | 55 482 CHF | 99,65% | 99,65% |
14/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 34 343 | 30 429 | 61 938 CHF | 55 213 CHF | 99,65% | 99,65% |
13/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 34 736 | 30 920 | 61 315 CHF | 54 893 CHF | 91,40% | 91,40% |
12/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 34 343 | 30 429 | 60 800 CHF | 54 183 CHF | 99,65% | 99,65% |
11/11/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 34 391 | 30 489 | 61 647 CHF | 54 889 CHF | 98,59% | 98,59% |
08/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 34 343 | 30 429 | 62 329 CHF | 55 532 CHF | 99,64% | 99,64% |
07/11/2024 | 0,57% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 34 343 | 30 429 | 60 375 CHF | 53 843 CHF | 99,65% | 99,65% |