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 | 1,73% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 611 CHF | 29 111 CHF | 99,96% | 99,96% |
19/11/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 399 CHF | 29 899 CHF | 99,81% | 99,81% |
18/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 950 CHF | 30 450 CHF | 99,91% | 99,91% |
15/11/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 574 CHF | 30 074 CHF | 100,00% | 100,00% |
14/11/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 433 CHF | 30 933 CHF | 99,54% | 99,54% |
13/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 644 CHF | 32 144 CHF | 99,96% | 99,96% |
12/11/2024 | 1,74% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 506 CHF | 29 006 CHF | 99,82% | 99,82% |
11/11/2024 | 1,97% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 174 CHF | 25 674 CHF | 99,82% | 99,82% |
08/11/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 713 CHF | 26 213 CHF | 99,82% | 99,82% |
07/11/2024 | 1,95% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 452 CHF | 25 952 CHF | 99,89% | 99,89% |