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 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 856 CHF | 65 356 CHF | 99,96% | 99,96% |
19/11/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 253 CHF | 66 753 CHF | 99,81% | 99,81% |
18/11/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 038 CHF | 66 538 CHF | 99,90% | 99,90% |
15/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 868 CHF | 65 368 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 386 CHF | 63 886 CHF | 99,57% | 99,57% |
13/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 547 CHF | 63 047 CHF | 99,93% | 99,93% |
12/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 001 CHF | 62 501 CHF | 99,76% | 99,76% |
11/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 206 CHF | 60 706 CHF | 99,81% | 99,81% |
08/11/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 443 CHF | 60 943 CHF | 99,81% | 99,81% |
07/11/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 803 CHF | 59 303 CHF | 99,90% | 99,90% |