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 | 0,63% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 666 CHF | 80 166 CHF | 99,95% | 99,95% |
19/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 425 CHF | 77 925 CHF | 99,81% | 99,81% |
18/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 939 CHF | 77 439 CHF | 99,95% | 99,95% |
15/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 691 CHF | 74 191 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 176 CHF | 70 676 CHF | 99,54% | 99,54% |
13/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 166 CHF | 70 666 CHF | 99,94% | 99,94% |
12/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 447 CHF | 72 947 CHF | 99,76% | 99,76% |
11/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 783 CHF | 76 283 CHF | 99,81% | 99,81% |
08/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 141 CHF | 72 641 CHF | 99,88% | 99,88% |
07/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 434 CHF | 74 934 CHF | 99,91% | 99,91% |