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% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 285 CHF | 89 785 CHF | 99,96% | 99,96% |
19/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 631 CHF | 91 131 CHF | 98,47% | 98,47% |
18/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 963 CHF | 90 463 CHF | 99,91% | 99,91% |
15/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 156 CHF | 87 656 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 134 CHF | 87 634 CHF | 99,64% | 99,64% |
13/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 343 CHF | 84 843 CHF | 99,95% | 99,95% |
12/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 408 CHF | 82 908 CHF | 99,84% | 99,84% |
11/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 851 CHF | 80 351 CHF | 99,81% | 99,81% |
08/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 679 CHF | 79 179 CHF | 99,89% | 99,89% |
07/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 957 CHF | 74 457 CHF | 99,90% | 99,90% |