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 | 0,60% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 442 CHF | 82 942 CHF | 99,97% | 99,97% |
19/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 194 CHF | 79 694 CHF | 99,80% | 99,80% |
18/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 313 CHF | 80 813 CHF | 99,89% | 99,89% |
15/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 355 CHF | 81 855 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 855 CHF | 84 355 CHF | 99,66% | 99,66% |
13/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 640 CHF | 83 140 CHF | 99,96% | 99,96% |
12/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 201 CHF | 82 701 CHF | 99,79% | 99,79% |
11/11/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 483 CHF | 84 983 CHF | 99,78% | 99,78% |
08/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 654 CHF | 82 154 CHF | 99,88% | 99,88% |
07/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 523 CHF | 82 023 CHF | 99,90% | 99,90% |