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 | 0,66% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 077 CHF | 75 577 CHF | 99,38% | 99,38% |
19/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 162 CHF | 76 662 CHF | 99,29% | 99,29% |
18/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 880 CHF | 73 380 CHF | 99,31% | 99,31% |
15/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 548 CHF | 74 048 CHF | 99,39% | 99,39% |
14/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 544 CHF | 82 044 CHF | 99,39% | 99,39% |
13/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 072 CHF | 82 572 CHF | 99,39% | 99,39% |
12/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 977 CHF | 81 477 CHF | 99,07% | 99,07% |
11/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 035 CHF | 80 535 CHF | 91,09% | 91,09% |
08/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 845 CHF | 85 345 CHF | 99,38% | 99,38% |
07/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 843 CHF | 86 343 CHF | 99,27% | 99,27% |