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 | 0,71% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 344 CHF | 70 844 CHF | 99,97% | 99,97% |
19/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 898 CHF | 69 398 CHF | 99,81% | 99,81% |
18/11/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 912 CHF | 72 412 CHF | 99,91% | 99,91% |
15/11/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 302 CHF | 73 802 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 452 CHF | 69 952 CHF | 99,65% | 99,65% |
13/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 999 CHF | 68 499 CHF | 99,96% | 99,96% |
12/11/2024 | 0,69% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 316 CHF | 72 816 CHF | 99,81% | 99,81% |
11/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 031 CHF | 75 531 CHF | 99,79% | 99,79% |
08/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 506 CHF | 72 006 CHF | 99,88% | 99,88% |
07/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 300 CHF | 68 800 CHF | 99,89% | 99,89% |