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 | 0,60% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 521 CHF | 84 021 CHF | 98,35% | 98,35% |
19/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 535 CHF | 80 035 CHF | 98,03% | 98,03% |
18/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 564 CHF | 81 064 CHF | 99,88% | 99,88% |
15/11/2024 | 0,66% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 49 994 | 49 994 | 75 830 CHF | 76 330 CHF | 99,06% | 99,06% |
14/11/2024 | 0,65% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 49 999 | 49 999 | 76 222 CHF | 76 722 CHF | 94,98% | 94,98% |
13/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 293 CHF | 81 793 CHF | 99,24% | 99,24% |
12/11/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 151 CHF | 79 651 CHF | 99,48% | 99,48% |
11/11/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 463 CHF | 84 963 CHF | 99,93% | 99,93% |
08/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 339 CHF | 83 839 CHF | 98,07% | 98,07% |
07/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 781 CHF | 87 281 CHF | 99,01% | 99,01% |