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 | 0,61% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 856 CHF | 82 356 CHF | 99,38% | 99,38% |
19/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 389 CHF | 79 889 CHF | 99,27% | 99,27% |
18/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 725 CHF | 79 225 CHF | 99,22% | 99,22% |
15/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 687 CHF | 80 187 CHF | 99,38% | 99,38% |
14/11/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 523 CHF | 82 023 CHF | 99,36% | 99,36% |
13/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 290 CHF | 71 790 CHF | 99,37% | 99,37% |
12/11/2024 | 0,65% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 360 CHF | 76 860 CHF | 99,10% | 99,10% |
11/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 940 CHF | 80 440 CHF | 99,27% | 99,27% |
08/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 316 CHF | 77 816 CHF | 99,39% | 99,39% |
07/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 923 CHF | 75 423 CHF | 99,28% | 99,28% |