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 | 0,84% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 620 CHF | 60 120 CHF | 99,97% | 99,97% |
19/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 365 CHF | 59 865 CHF | 99,85% | 99,85% |
18/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 303 CHF | 59 803 CHF | 99,93% | 99,93% |
15/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 533 CHF | 59 033 CHF | 99,43% | 99,43% |
14/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 982 CHF | 58 482 CHF | 99,71% | 99,71% |
13/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 502 CHF | 59 002 CHF | 99,72% | 99,72% |
12/11/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 550 CHF | 58 050 CHF | 93,52% | 93,52% |
11/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 195 CHF | 57 695 CHF | 99,83% | 99,83% |
08/11/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 774 CHF | 57 274 CHF | 99,88% | 99,88% |
07/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 934 CHF | 57 434 CHF | 74,46% | 74,46% |