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% | 1,49 CHF | 1,50 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 114 271 CHF | 115 021 CHF | 99,38% | 99,38% |
19/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 109 596 CHF | 110 346 CHF | 99,27% | 99,27% |
18/11/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 268 CHF | 113 018 CHF | 99,28% | 99,28% |
15/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 184 CHF | 119 934 CHF | 99,38% | 99,38% |
14/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 852 CHF | 120 602 CHF | 99,38% | 99,38% |
13/11/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 119 004 CHF | 119 754 CHF | 99,38% | 99,38% |
12/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 192 CHF | 122 942 CHF | 99,08% | 99,08% |
11/11/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 131 439 CHF | 132 189 CHF | 99,24% | 99,24% |
08/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 123 472 CHF | 124 222 CHF | 99,39% | 99,39% |
07/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 621 CHF | 127 371 CHF | 99,27% | 99,27% |