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 | 1,95% | 0,47 CHF | 0,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 387 CHF | 25 887 CHF | 99,98% | 99,98% |
19/11/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 299 CHF | 23 799 CHF | 99,74% | 99,74% |
18/11/2024 | 1,98% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 040 CHF | 25 540 CHF | 99,90% | 99,90% |
15/11/2024 | 2,05% | 0,44 CHF | 0,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 227 CHF | 24 727 CHF | 100,00% | 100,00% |
14/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 156 CHF | 26 656 CHF | 99,66% | 99,66% |
13/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 718 CHF | 26 218 CHF | 99,93% | 99,93% |
12/11/2024 | 1,71% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 933 CHF | 29 433 CHF | 99,78% | 99,78% |
11/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 817 CHF | 32 317 CHF | 99,81% | 99,81% |
08/11/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 341 CHF | 28 841 CHF | 99,86% | 99,86% |
07/11/2024 | 1,72% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 751 CHF | 29 251 CHF | 99,90% | 99,90% |