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 | 1,09% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 786 CHF | 46 286 CHF | 99,46% | 99,46% |
19/11/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 875 CHF | 47 375 CHF | 100,00% | 100,00% |
18/11/2024 | 1,16% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 889 CHF | 43 389 CHF | 99,29% | 99,29% |
15/11/2024 | 1,29% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 472 CHF | 38 972 CHF | 100,00% | 100,00% |
14/11/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 49 999 | 50 000 | 32 781 CHF | 33 281 CHF | 100,00% | 100,00% |
13/11/2024 | 1,32% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 49 932 | 50 000 | 37 517 CHF | 38 069 CHF | 100,00% | 100,00% |
12/11/2024 | 1,23% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 418 CHF | 40 918 CHF | 99,79% | 99,79% |
11/11/2024 | 0,98% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 818 CHF | 51 318 CHF | 99,77% | 99,77% |
08/11/2024 | 0,93% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 471 CHF | 53 971 CHF | 99,16% | 99,16% |
07/11/2024 | 0,92% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 223 CHF | 54 723 CHF | 100,00% | 100,00% |