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 | 0,94% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 700 CHF | 53 200 CHF | 99,45% | 99,45% |
19/11/2024 | 0,93% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 758 CHF | 54 258 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 815 CHF | 50 315 CHF | 99,29% | 99,29% |
15/11/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 49 999 | 45 413 CHF | 45 912 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 49 999 | 39 741 CHF | 40 240 CHF | 100,00% | 100,00% |
13/11/2024 | 1,12% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 483 CHF | 44 983 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 297 CHF | 47 797 CHF | 99,83% | 99,83% |
11/11/2024 | 0,86% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 682 CHF | 58 182 CHF | 99,77% | 99,77% |
08/11/2024 | 0,83% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 269 CHF | 60 769 CHF | 99,10% | 99,10% |
07/11/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 041 CHF | 61 541 CHF | 99,96% | 99,96% |