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 | 0,55% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 286 CHF | 91 786 CHF | 99,38% | 99,38% |
19/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 62 720 CHF | 63 070 CHF | 99,24% | 99,24% |
18/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 64 383 CHF | 64 733 CHF | 99,30% | 99,30% |
15/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 68 714 CHF | 69 064 CHF | 99,39% | 99,39% |
14/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 67 422 CHF | 67 772 CHF | 99,36% | 99,36% |
13/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 67 319 CHF | 67 669 CHF | 99,37% | 99,37% |
12/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 69 048 CHF | 69 398 CHF | 99,08% | 99,08% |
11/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 73 160 CHF | 73 510 CHF | 99,28% | 99,28% |
08/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 71 434 CHF | 71 784 CHF | 99,38% | 99,38% |
07/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 66 703 CHF | 67 053 CHF | 99,28% | 99,28% |