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 | 0,67% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 186 CHF | 74 686 CHF | 99,38% | 99,38% |
19/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 44 923 CHF | 45 223 CHF | 99,30% | 99,30% |
18/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 165 CHF | 47 465 CHF | 99,31% | 99,31% |
15/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 48 643 CHF | 48 943 CHF | 99,39% | 99,39% |
14/11/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 46 632 CHF | 46 932 CHF | 99,35% | 99,35% |
13/11/2024 | 0,63% | 1,54 CHF | 1,55 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 329 CHF | 47 629 CHF | 99,39% | 99,39% |
12/11/2024 | 0,61% | 1,58 CHF | 1,59 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 49 234 CHF | 49 534 CHF | 99,08% | 99,08% |
11/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 51 586 CHF | 51 886 CHF | 99,31% | 99,31% |
08/11/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 51 457 CHF | 51 757 CHF | 99,39% | 99,39% |
07/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 50 957 CHF | 51 257 CHF | 99,28% | 99,28% |