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 | 1,51% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 774 CHF | 33 274 CHF | 100,00% | 100,00% |
19/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 845 CHF | 33 345 CHF | 99,40% | 99,40% |
18/11/2024 | 1,48% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 452 CHF | 33 952 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 058 CHF | 35 558 CHF | 100,00% | 100,00% |
14/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 373 CHF | 34 873 CHF | 99,52% | 99,52% |
13/11/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 49 704 | 49 704 | 34 347 CHF | 34 852 CHF | 99,32% | 99,32% |
12/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 460 CHF | 31 960 CHF | 100,00% | 100,00% |
11/11/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 508 CHF | 31 008 CHF | 100,00% | 100,00% |
08/11/2024 | 1,51% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 908 CHF | 33 408 CHF | 100,00% | 100,00% |
07/11/2024 | 1,57% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 32 446 CHF | 32 946 CHF | 99,13% | 99,13% |