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 | 0,83% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 378 CHF | 60 878 CHF | 99,97% | 99,97% |
19/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 788 CHF | 61 288 CHF | 99,85% | 99,85% |
18/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 354 CHF | 61 854 CHF | 99,89% | 99,89% |
15/11/2024 | 0,73% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 843 CHF | 68 343 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 428 CHF | 71 928 CHF | 99,66% | 99,66% |
13/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 158 CHF | 68 658 CHF | 99,96% | 99,96% |
12/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 075 CHF | 72 575 CHF | 99,83% | 99,83% |
11/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 107 CHF | 74 607 CHF | 99,80% | 99,80% |
08/11/2024 | 0,70% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 498 CHF | 71 998 CHF | 99,87% | 99,87% |
07/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 825 CHF | 72 325 CHF | 99,90% | 99,90% |