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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 915 CHF | 37 415 CHF | 100,00% | 100,00% |
22/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 898 CHF | 36 398 CHF | 100,00% | 100,00% |
20/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 285 CHF | 38 785 CHF | 99,97% | 99,97% |
19/11/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 631 CHF | 40 131 CHF | 98,47% | 98,47% |
18/11/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 963 CHF | 39 463 CHF | 99,91% | 99,91% |
15/11/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 156 CHF | 36 656 CHF | 100,00% | 100,00% |
14/11/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 134 CHF | 36 634 CHF | 99,64% | 99,64% |
13/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 343 CHF | 33 843 CHF | 99,95% | 99,95% |
12/11/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 408 CHF | 31 908 CHF | 99,83% | 99,83% |
11/11/2024 | 1,72% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 851 CHF | 29 351 CHF | 99,81% | 99,81% |