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 | 1,54% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 274 CHF | 32 774 CHF | 99,97% | 99,97% |
19/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 361 CHF | 32 861 CHF | 99,85% | 99,85% |
18/11/2024 | 1,55% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 987 CHF | 32 487 CHF | 99,91% | 99,91% |
15/11/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 667 CHF | 33 167 CHF | 100,00% | 100,00% |
14/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 911 CHF | 33 411 CHF | 99,63% | 99,63% |
13/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 126 CHF | 33 626 CHF | 99,96% | 99,96% |
12/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 490 CHF | 33 990 CHF | 99,77% | 99,77% |
11/11/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 486 CHF | 33 986 CHF | 99,82% | 99,82% |
08/11/2024 | 1,46% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 930 CHF | 34 430 CHF | 99,84% | 99,84% |
07/11/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 852 CHF | 34 352 CHF | 99,88% | 99,88% |