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 | 0,59% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 342 CHF | 84 842 CHF | 99,97% | 99,97% |
19/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 117 CHF | 78 617 CHF | 99,84% | 99,84% |
18/11/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 390 CHF | 80 890 CHF | 99,91% | 99,91% |
15/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 495 CHF | 82 995 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 046 CHF | 87 546 CHF | 99,63% | 99,63% |
13/11/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 719 CHF | 85 219 CHF | 99,94% | 99,94% |
12/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 760 CHF | 84 260 CHF | 99,76% | 99,76% |
11/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 136 CHF | 88 636 CHF | 99,77% | 99,77% |
08/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 714 CHF | 83 214 CHF | 99,86% | 99,86% |
07/11/2024 | 0,60% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 517 CHF | 83 017 CHF | 99,90% | 99,90% |