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 | 0,66% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 387 CHF | 75 887 CHF | 99,95% | 99,95% |
19/11/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 784 CHF | 77 284 CHF | 99,77% | 99,77% |
18/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 566 CHF | 77 066 CHF | 99,90% | 99,90% |
15/11/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 368 CHF | 75 868 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 886 CHF | 74 386 CHF | 99,55% | 99,55% |
13/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 115 CHF | 73 615 CHF | 99,94% | 99,94% |
12/11/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 555 CHF | 73 055 CHF | 99,75% | 99,75% |
11/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 734 CHF | 71 234 CHF | 99,80% | 99,80% |
08/11/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 953 CHF | 71 453 CHF | 99,84% | 99,84% |
07/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 304 CHF | 69 804 CHF | 99,91% | 99,91% |