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 | 0,91% | 1,15 CHF | 1,16 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 54 902 CHF | 11 080 CHF | 99,57% | 99,57% |
19/11/2024 | 0,85% | 1,10 CHF | 1,11 CHF | 50 000 | 10 000 | 49 993 | 10 000 | 58 403 CHF | 11 782 CHF | 99,49% | 99,49% |
18/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 50 000 | 10 000 | 50 197 | 10 000 | 52 576 CHF | 10 576 CHF | 99,48% | 99,48% |
15/11/2024 | 0,97% | 1,00 CHF | 1,01 CHF | 50 000 | 10 000 | 51 620 | 10 000 | 52 823 CHF | 10 344 CHF | 99,50% | 99,50% |
14/11/2024 | 1,70% | 1,13 CHF | 1,15 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 58 190 CHF | 11 838 CHF | 99,57% | 99,57% |
13/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 57 659 CHF | 11 632 CHF | 97,47% | 97,47% |
12/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 54 141 CHF | 10 928 CHF | 99,52% | 99,52% |
11/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 53 903 CHF | 10 881 CHF | 99,49% | 99,49% |
08/11/2024 | 0,92% | 1,11 CHF | 1,12 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 54 237 CHF | 10 947 CHF | 99,50% | 99,50% |
07/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 56 562 CHF | 11 412 CHF | 99,51% | 99,51% |