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 | 75 000 | 75 000 | 75 000 | 75 000 | 128 734 CHF | 129 484 CHF | 99,38% | 99,38% |
19/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 084 CHF | 124 834 CHF | 99,29% | 99,29% |
18/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 716 CHF | 127 466 CHF | 99,30% | 99,30% |
15/11/2024 | 0,56% | 1,73 CHF | 1,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 693 CHF | 134 443 CHF | 99,39% | 99,39% |
14/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 134 327 CHF | 135 077 CHF | 99,39% | 99,39% |
13/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 486 CHF | 134 236 CHF | 99,36% | 99,36% |
12/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 668 CHF | 137 418 CHF | 99,08% | 99,08% |
11/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 145 954 CHF | 146 704 CHF | 99,26% | 99,26% |
08/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 002 CHF | 138 752 CHF | 99,39% | 99,39% |
07/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 141 220 CHF | 141 970 CHF | 99,26% | 99,26% |