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 | 1,85% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 780 CHF | 27 280 CHF | 99,73% | 99,73% |
19/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 154 CHF | 27 654 CHF | 99,85% | 99,85% |
18/11/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 815 CHF | 29 315 CHF | 100,00% | 100,00% |
15/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 903 CHF | 30 403 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 134 CHF | 30 634 CHF | 100,00% | 100,00% |
13/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 117 CHF | 29 617 CHF | 99,93% | 99,93% |
12/11/2024 | 1,64% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 224 CHF | 30 724 CHF | 100,00% | 100,00% |
11/11/2024 | 1,53% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 527 CHF | 33 027 CHF | 99,67% | 99,67% |
08/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 498 CHF | 32 998 CHF | 100,00% | 100,00% |
07/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 981 CHF | 35 481 CHF | 99,70% | 99,70% |