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 | 1,61% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 847 CHF | 31 347 CHF | 99,95% | 99,95% |
19/11/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 846 CHF | 29 346 CHF | 99,79% | 99,79% |
18/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 316 CHF | 28 816 CHF | 99,89% | 99,89% |
15/11/2024 | 1,94% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 588 CHF | 26 088 CHF | 100,00% | 100,00% |
14/11/2024 | 2,16% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 873 CHF | 23 373 CHF | 99,55% | 99,55% |
13/11/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 871 CHF | 23 371 CHF | 99,95% | 99,95% |
12/11/2024 | 1,99% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 879 CHF | 25 379 CHF | 99,79% | 99,79% |
11/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 779 CHF | 28 279 CHF | 99,81% | 99,81% |
08/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 790 CHF | 25 290 CHF | 99,88% | 99,88% |
07/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 776 CHF | 27 276 CHF | 99,90% | 99,90% |