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 | 1,29% | 0,74 CHF | 0,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 630 CHF | 39 130 CHF | 99,39% | 99,39% |
19/11/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 048 CHF | 43 548 CHF | 99,29% | 99,29% |
18/11/2024 | 1,07% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 506 CHF | 47 006 CHF | 99,30% | 99,30% |
15/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 131 CHF | 47 631 CHF | 99,39% | 99,39% |
14/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 248 CHF | 46 748 CHF | 99,35% | 99,35% |
13/11/2024 | 0,99% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 173 CHF | 50 673 CHF | 99,39% | 99,39% |
12/11/2024 | 1,51% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 853 CHF | 33 353 CHF | 99,10% | 99,10% |
11/11/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 794 CHF | 36 294 CHF | 99,23% | 99,23% |
08/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 165 CHF | 31 665 CHF | 99,39% | 99,39% |
07/11/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 788 CHF | 31 288 CHF | 99,28% | 99,28% |