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 | 0,73% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 719 CHF | 69 219 CHF | 99,14% | 99,20% |
19/11/2024 | 0,74% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 062 CHF | 67 562 CHF | 99,26% | 99,26% |
18/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 296 CHF | 75 796 CHF | 16,92% | 99,29% |
15/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 197 CHF | 73 697 CHF | 98,78% | 99,30% |
14/11/2024 | 0,63% | 1,58 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 889 CHF | 79 389 CHF | 0,69% | 98,55% |
13/11/2024 | 0,65% | 1,63 CHF | 1,62 CHF | 50 000 | 50 000 | 44 404 | 44 404 | 68 619 CHF | 69 063 CHF | 94,63% | 99,46% |
12/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 864 CHF | 39 114 CHF | 97,91% | 98,92% |
11/11/2024 | 0,73% | 1,54 CHF | 1,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 292 CHF | 34 542 CHF | 99,35% | 99,35% |
08/11/2024 | 0,88% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 307 CHF | 28 557 CHF | 99,46% | 99,46% |
07/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 101 CHF | 29 351 CHF | 98,63% | 98,63% |