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 | 0,64% | 1,58 CHF | 1,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 156 492 CHF | 157 492 CHF | 99,39% | 99,39% |
19/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 960 CHF | 76 460 CHF | 99,30% | 99,30% |
18/11/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 549 CHF | 75 049 CHF | 99,29% | 99,29% |
15/11/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 561 CHF | 75 061 CHF | 99,39% | 99,39% |
14/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 861 CHF | 75 361 CHF | 99,37% | 99,37% |
13/11/2024 | 0,68% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 992 CHF | 73 492 CHF | 99,39% | 99,39% |
12/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 586 CHF | 82 086 CHF | 99,09% | 99,09% |
11/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 258 CHF | 80 758 CHF | 99,23% | 99,23% |
08/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 966 CHF | 83 466 CHF | 99,39% | 99,39% |
07/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 550 CHF | 84 050 CHF | 99,28% | 99,28% |