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 | 1,89% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 251 CHF | 26 751 CHF | 99,97% | 99,97% |
19/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 544 CHF | 25 044 CHF | 99,85% | 99,85% |
18/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 782 CHF | 25 282 CHF | 99,92% | 99,92% |
15/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 268 CHF | 25 768 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 659 CHF | 26 159 CHF | 99,71% | 99,71% |
13/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 362 CHF | 25 862 CHF | 99,95% | 99,95% |
12/11/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 367 CHF | 25 867 CHF | 99,82% | 99,82% |
11/11/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 922 CHF | 27 422 CHF | 99,80% | 99,80% |
08/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 456 CHF | 26 956 CHF | 99,88% | 99,88% |
07/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 577 CHF | 28 077 CHF | 99,90% | 99,90% |