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 | 2,95% | 0,85 CHF | 0,87 CHF | 60 000 | 50 000 | 60 000 | 30 429 | 55 632 CHF | 28 728 CHF | 99,63% | 99,63% |
19/11/2024 | 3,05% | 0,89 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 30 429 | 53 908 CHF | 28 094 CHF | 99,64% | 99,64% |
18/11/2024 | 3,22% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 64 518 | 30 443 | 55 171 CHF | 27 419 CHF | 99,40% | 99,40% |
15/11/2024 | 3,16% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 61 772 | 30 432 | 53 199 CHF | 26 807 CHF | 99,67% | 99,67% |
14/11/2024 | 2,75% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 53 568 | 30 422 | 53 269 CHF | 31 001 CHF | 99,60% | 99,60% |
13/11/2024 | 2,52% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 49 652 | 30 382 | 54 520 CHF | 34 113 CHF | 97,60% | 97,60% |
12/11/2024 | 2,26% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 47 821 | 30 451 | 58 159 CHF | 37 775 CHF | 99,22% | 99,22% |
11/11/2024 | 2,15% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 42 482 | 30 432 | 54 233 CHF | 39 567 CHF | 99,66% | 99,66% |
08/11/2024 | 2,02% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 42 171 | 30 428 | 57 490 CHF | 42 288 CHF | 99,61% | 99,61% |
07/11/2024 | 2,22% | 1,31 CHF | 1,33 CHF | 50 000 | 50 000 | 48 860 | 30 428 | 60 877 CHF | 39 082 CHF | 99,63% | 99,63% |