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 | 1,16% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 780 CHF | 43 280 CHF | 99,73% | 99,73% |
19/11/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 945 CHF | 43 445 CHF | 99,92% | 99,92% |
18/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 578 CHF | 45 078 CHF | 100,00% | 100,00% |
15/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 903 CHF | 46 403 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 098 CHF | 46 598 CHF | 100,00% | 100,00% |
13/11/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 086 CHF | 45 586 CHF | 99,93% | 99,93% |
12/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 203 CHF | 46 703 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 525 CHF | 49 025 CHF | 99,67% | 99,67% |
08/11/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 205 CHF | 48 705 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 782 CHF | 51 282 CHF | 99,70% | 99,70% |