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 | 2,01% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 631 CHF | 25 131 CHF | 99,95% | 99,95% |
19/11/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 997 CHF | 26 497 CHF | 99,76% | 99,76% |
18/11/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 500 CHF | 24 000 CHF | 99,89% | 99,89% |
15/11/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 245 CHF | 20 745 CHF | 100,00% | 100,00% |
14/11/2024 | 2,43% | 0,38 CHF | 0,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 409 CHF | 20 909 CHF | 99,47% | 99,47% |
13/11/2024 | 5,61% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 8 715 CHF | 9 215 CHF | 99,96% | 99,96% |
12/11/2024 | 6,78% | 0,16 CHF | 0,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 141 CHF | 7 641 CHF | 99,82% | 99,82% |
11/11/2024 | 9,53% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 51 559 | 51 562 | 5 146 CHF | 5 662 CHF | 99,78% | 99,78% |
08/11/2024 | 9,33% | 0,11 CHF | 0,12 CHF | 50 000 | 50 000 | 56 083 | 56 084 | 5 780 CHF | 6 341 CHF | 99,82% | 99,82% |
07/11/2024 | 20,37% | 0,05 CHF | 0,06 CHF | 100 000 | 100 000 | 114 718 | 114 715 | 5 059 CHF | 6 206 CHF | 99,60% | 99,60% |