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 | 1,47% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 527 CHF | 68 527 CHF | 99,39% | 99,39% |
19/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 152 CHF | 33 652 CHF | 99,31% | 99,31% |
18/11/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 056 CHF | 38 556 CHF | 99,27% | 99,27% |
15/11/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 639 CHF | 38 139 CHF | 99,39% | 99,39% |
14/11/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 845 CHF | 32 345 CHF | 99,35% | 99,35% |
13/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 566 CHF | 30 066 CHF | 99,39% | 99,39% |
12/11/2024 | 1,54% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 164 CHF | 32 664 CHF | 99,09% | 99,09% |
11/11/2024 | 1,50% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 281 CHF | 33 781 CHF | 99,29% | 99,29% |
08/11/2024 | 2,25% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 995 CHF | 22 495 CHF | 99,39% | 99,39% |
07/11/2024 | 1,99% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 890 CHF | 25 390 CHF | 99,30% | 99,30% |