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 | 1,02% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 845 CHF | 49 345 CHF | 99,97% | 99,97% |
19/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 521 CHF | 50 021 CHF | 99,79% | 99,79% |
18/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 302 CHF | 48 802 CHF | 99,95% | 99,95% |
15/11/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 645 CHF | 47 145 CHF | 100,00% | 100,00% |
14/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 679 CHF | 47 179 CHF | 99,49% | 99,49% |
13/11/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 140 CHF | 40 640 CHF | 99,95% | 99,95% |
12/11/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 077 CHF | 39 577 CHF | 99,82% | 99,82% |
11/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 174 CHF | 37 674 CHF | 99,83% | 99,83% |
08/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 394 CHF | 37 894 CHF | 99,87% | 99,87% |
07/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 147 CHF | 33 647 CHF | 99,60% | 99,60% |