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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 474 CHF | 32 974 CHF | 100,00% | 100,00% |
20/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 305 CHF | 32 805 CHF | 99,96% | 99,96% |
19/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 270 CHF | 34 770 CHF | 99,85% | 99,85% |
18/11/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 041 CHF | 33 541 CHF | 99,91% | 99,91% |
15/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 357 CHF | 34 857 CHF | 100,00% | 100,00% |
14/11/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 016 CHF | 35 516 CHF | 99,66% | 99,66% |
13/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 176 CHF | 35 676 CHF | 99,93% | 99,93% |
12/11/2024 | 1,47% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 863 CHF | 34 363 CHF | 99,81% | 99,81% |
11/11/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 347 CHF | 29 847 CHF | 99,81% | 99,81% |
08/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 786 CHF | 30 286 CHF | 99,88% | 99,88% |