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 | 0,63% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 120 CHF | 79 620 CHF | 99,38% | 99,38% |
19/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 125 CHF | 81 625 CHF | 99,30% | 99,30% |
18/11/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 872 CHF | 80 372 CHF | 99,31% | 99,31% |
15/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 651 CHF | 80 151 CHF | 99,38% | 99,38% |
14/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 739 CHF | 82 239 CHF | 99,35% | 99,35% |
13/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 153 CHF | 79 653 CHF | 99,36% | 99,36% |
12/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 856 CHF | 80 356 CHF | 99,10% | 99,10% |
11/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 012 CHF | 79 512 CHF | 99,30% | 99,30% |
08/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 632 CHF | 83 132 CHF | 99,39% | 99,39% |
07/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 134 CHF | 85 634 CHF | 99,28% | 99,28% |