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 | 0,57% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 948 CHF | 87 448 CHF | 99,97% | 99,97% |
19/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 484 CHF | 85 984 CHF | 99,85% | 99,85% |
18/11/2024 | 0,56% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 480 CHF | 88 980 CHF | 99,91% | 99,91% |
15/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 862 CHF | 90 362 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 031 CHF | 86 531 CHF | 99,65% | 99,65% |
13/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 525 CHF | 85 025 CHF | 99,96% | 99,96% |
12/11/2024 | 0,56% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 911 CHF | 89 411 CHF | 99,82% | 99,82% |
11/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 606 CHF | 92 106 CHF | 99,79% | 99,79% |
08/11/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 069 CHF | 88 569 CHF | 99,88% | 99,88% |
07/11/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 892 CHF | 85 392 CHF | 99,89% | 99,89% |