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 | 0,57% | 1,71 CHF | 1,72 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 52 200 CHF | 52 500 CHF | 99,49% | 99,49% |
19/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 50 629 CHF | 50 929 CHF | 97,55% | 97,55% |
18/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 52 934 CHF | 53 234 CHF | 99,40% | 99,40% |
15/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 52 377 CHF | 52 677 CHF | 98,86% | 98,86% |
14/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 50 989 CHF | 51 289 CHF | 99,50% | 99,50% |
13/11/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 50 255 CHF | 50 555 CHF | 95,71% | 95,71% |
12/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 51 989 CHF | 52 289 CHF | 99,57% | 99,57% |
11/11/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 51 699 CHF | 51 999 CHF | 94,73% | 94,73% |
08/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 49 569 CHF | 49 869 CHF | 91,96% | 91,96% |
07/11/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 53 870 CHF | 54 170 CHF | 99,54% | 99,54% |