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 | 0,79% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 932 CHF | 63 432 CHF | 99,38% | 99,38% |
19/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 792 CHF | 61 292 CHF | 99,30% | 99,30% |
18/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 506 CHF | 63 006 CHF | 99,30% | 99,30% |
15/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 089 CHF | 63 589 CHF | 99,39% | 99,39% |
14/11/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 843 CHF | 61 343 CHF | 99,35% | 99,35% |
13/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 475 CHF | 63 975 CHF | 99,38% | 99,38% |
12/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 715 CHF | 63 215 CHF | 99,09% | 99,09% |
11/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 745 CHF | 64 245 CHF | 99,29% | 99,29% |
08/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 470 CHF | 60 970 CHF | 99,39% | 99,39% |
07/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 569 CHF | 59 069 CHF | 99,28% | 99,28% |