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 | 1,11% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 874 CHF | 45 374 CHF | 100,00% | 100,00% |
19/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 860 CHF | 45 360 CHF | 99,92% | 99,92% |
18/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 943 CHF | 47 443 CHF | 99,90% | 99,90% |
15/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 947 CHF | 47 447 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 880 CHF | 47 380 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 311 CHF | 44 811 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 259 CHF | 43 759 CHF | 99,70% | 99,70% |
11/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 642 CHF | 42 142 CHF | 99,91% | 99,91% |
08/11/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 347 CHF | 39 847 CHF | 100,00% | 100,00% |
07/11/2024 | 1,29% | 0,74 CHF | 0,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 543 CHF | 39 043 CHF | 95,89% | 95,89% |