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 | 1,93% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 630 CHF | 26 130 CHF | 99,96% | 99,96% |
19/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 362 CHF | 25 862 CHF | 99,82% | 99,82% |
18/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 981 CHF | 31 481 CHF | 99,88% | 99,88% |
15/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 345 CHF | 32 845 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 006 CHF | 37 506 CHF | 99,65% | 99,65% |
13/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 203 CHF | 40 703 CHF | 99,50% | 99,50% |
12/11/2024 | 1,10% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 079 CHF | 45 579 CHF | 99,83% | 99,83% |
11/11/2024 | 1,12% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 497 CHF | 44 997 CHF | 98,48% | 98,48% |
08/11/2024 | 1,33% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 333 CHF | 37 833 CHF | 99,88% | 99,88% |
07/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 103 CHF | 32 603 CHF | 99,91% | 99,91% |