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 | 0,60% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 162 CHF | 83 662 CHF | 99,49% | 99,49% |
19/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 641 CHF | 88 141 CHF | 97,55% | 97,55% |
18/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 920 CHF | 82 420 CHF | 99,40% | 99,40% |
15/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 162 CHF | 84 662 CHF | 98,85% | 98,85% |
14/11/2024 | 0,56% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 317 CHF | 88 817 CHF | 99,50% | 99,50% |
13/11/2024 | 0,55% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 227 CHF | 91 727 CHF | 95,76% | 95,76% |
12/11/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 828 CHF | 86 328 CHF | 99,57% | 99,57% |
11/11/2024 | 0,57% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 88 149 CHF | 88 649 CHF | 94,72% | 94,72% |
08/11/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 553 CHF | 97 053 CHF | 91,96% | 91,96% |
07/11/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 296 CHF | 84 796 CHF | 99,53% | 99,53% |