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 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 717 CHF | 70 217 CHF | 99,97% | 99,97% |
19/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 492 CHF | 69 992 CHF | 99,85% | 99,85% |
18/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 539 CHF | 70 039 CHF | 99,89% | 99,89% |
15/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 621 CHF | 69 121 CHF | 99,44% | 99,44% |
14/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 047 CHF | 68 547 CHF | 99,80% | 99,80% |
13/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 643 CHF | 69 143 CHF | 99,72% | 99,72% |
12/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 791 CHF | 68 291 CHF | 93,52% | 93,52% |
11/11/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 327 CHF | 67 827 CHF | 99,82% | 99,82% |
08/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 064 CHF | 67 564 CHF | 99,88% | 99,88% |
07/11/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 005 CHF | 67 505 CHF | 74,47% | 74,47% |