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 | 1,22% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 831 CHF | 41 331 CHF | 99,96% | 99,96% |
19/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 229 CHF | 38 729 CHF | 99,78% | 99,78% |
18/11/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 033 CHF | 41 533 CHF | 99,93% | 99,93% |
15/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 990 CHF | 47 490 CHF | 100,00% | 100,00% |
14/11/2024 | 1,04% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 684 CHF | 48 184 CHF | 99,55% | 99,55% |
13/11/2024 | 1,16% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 972 CHF | 43 472 CHF | 99,95% | 99,95% |
12/11/2024 | 1,04% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 186 CHF | 48 686 CHF | 99,75% | 99,75% |
11/11/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 214 CHF | 53 714 CHF | 99,81% | 99,81% |
08/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 286 CHF | 48 786 CHF | 99,86% | 99,86% |
07/11/2024 | 1,03% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 506 CHF | 49 006 CHF | 99,90% | 99,90% |