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 | 0,78% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 765 CHF | 64 265 CHF | 99,39% | 99,39% |
19/11/2024 | 0,76% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 778 CHF | 66 278 CHF | 99,29% | 99,29% |
18/11/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 472 CHF | 64 972 CHF | 99,30% | 99,30% |
15/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 243 CHF | 64 743 CHF | 99,39% | 99,39% |
14/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 297 CHF | 66 797 CHF | 99,35% | 99,35% |
13/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 722 CHF | 64 222 CHF | 99,39% | 99,39% |
12/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 437 CHF | 64 937 CHF | 99,10% | 99,10% |
11/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 590 CHF | 64 090 CHF | 99,30% | 99,30% |
08/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 171 CHF | 67 671 CHF | 99,39% | 99,39% |
07/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 604 CHF | 70 104 CHF | 99,30% | 99,30% |