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 | 0,65% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 280 CHF | 77 780 CHF | 99,82% | 99,82% |
19/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 677 CHF | 73 177 CHF | 99,82% | 99,82% |
18/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 572 CHF | 75 072 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 622 CHF | 77 122 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 124 CHF | 75 624 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 578 CHF | 75 078 CHF | 99,95% | 99,95% |
12/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 254 CHF | 76 754 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 333 CHF | 80 833 CHF | 99,79% | 99,79% |
08/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 323 CHF | 77 823 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 139 CHF | 76 639 CHF | 99,70% | 99,70% |