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 | 0,65% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 609 CHF | 77 109 CHF | 99,97% | 99,97% |
19/11/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 985 CHF | 78 485 CHF | 98,05% | 98,05% |
18/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 315 CHF | 77 815 CHF | 99,91% | 99,91% |
15/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 429 CHF | 74 929 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 453 CHF | 74 953 CHF | 99,64% | 99,64% |
13/11/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 706 CHF | 72 206 CHF | 99,95% | 99,95% |
12/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 723 CHF | 70 223 CHF | 99,84% | 99,84% |
11/11/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 136 CHF | 67 636 CHF | 99,81% | 99,81% |
08/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 998 CHF | 66 498 CHF | 99,89% | 99,89% |
07/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 264 CHF | 61 764 CHF | 99,90% | 99,90% |