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 | 1,10% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 103 CHF | 68 853 CHF | 99,38% | 99,38% |
19/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 73 378 | 73 378 | 65 007 CHF | 65 740 CHF | 99,26% | 99,26% |
18/11/2024 | 0,81% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 280 CHF | 61 780 CHF | 99,32% | 99,32% |
15/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 244 CHF | 67 744 CHF | 99,39% | 99,39% |
14/11/2024 | 0,67% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 515 | 50 515 | 75 677 CHF | 76 182 CHF | 99,36% | 99,36% |
13/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 69 511 | 69 511 | 66 205 CHF | 66 900 CHF | 99,39% | 99,39% |
12/11/2024 | 0,90% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 50 264 | 50 264 | 55 740 CHF | 56 243 CHF | 99,06% | 99,06% |
11/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 580 CHF | 66 080 CHF | 99,24% | 99,24% |
08/11/2024 | 0,81% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 313 CHF | 61 813 CHF | 99,38% | 99,38% |
07/11/2024 | 0,76% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 332 CHF | 65 832 CHF | 99,25% | 99,25% |