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% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 389 CHF | 81 889 CHF | 99,73% | 99,73% |
19/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 731 CHF | 80 231 CHF | 99,86% | 99,86% |
18/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 694 CHF | 82 194 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 927 CHF | 85 427 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 295 CHF | 83 795 CHF | 100,00% | 100,00% |
13/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 961 CHF | 80 461 CHF | 99,94% | 99,94% |
12/11/2024 | 0,58% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 532 CHF | 86 032 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 353 CHF | 85 853 CHF | 99,65% | 99,65% |
08/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 587 CHF | 82 087 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 221 CHF | 83 721 CHF | 99,70% | 99,70% |