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 | 0,58% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 34 342 | 30 428 | 58 666 CHF | 52 269 CHF | 99,62% | 99,62% |
19/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 34 384 | 30 428 | 58 614 CHF | 52 199 CHF | 99,63% | 99,63% |
18/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 35 084 | 30 427 | 59 102 CHF | 51 622 CHF | 99,63% | 99,63% |
15/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 34 343 | 30 428 | 57 793 CHF | 51 482 CHF | 99,63% | 99,63% |
14/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 38 734 | 30 428 | 64 711 CHF | 51 210 CHF | 99,63% | 99,63% |
13/11/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 42 371 | 30 927 | 69 262 CHF | 50 877 CHF | 91,23% | 91,23% |
12/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 42 172 | 30 431 | 69 152 CHF | 50 224 CHF | 99,64% | 99,64% |
11/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 34 472 | 30 487 | 57 314 CHF | 50 925 CHF | 98,57% | 98,57% |
08/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 34 342 | 30 428 | 57 914 CHF | 51 619 CHF | 99,62% | 99,62% |
07/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 42 171 | 30 427 | 68 600 CHF | 49 911 CHF | 99,63% | 99,63% |