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 | 0,98% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 51 509 | 50 000 | 52 509 CHF | 51 519 CHF | 99,54% | 99,54% |
19/11/2024 | 0,98% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 666 | 50 000 | 51 579 CHF | 51 420 CHF | 99,51% | 99,51% |
18/11/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 852 CHF | 56 352 CHF | 99,48% | 99,48% |
15/11/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 514 CHF | 58 014 CHF | 90,74% | 90,74% |
14/11/2024 | 0,95% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 636 | 50 000 | 53 253 CHF | 53 125 CHF | 99,16% | 99,16% |
13/11/2024 | 0,97% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 52 418 | 50 000 | 54 011 CHF | 52 209 CHF | 97,40% | 97,40% |
12/11/2024 | 0,85% | 1,11 CHF | 1,12 CHF | 50 000 | 30 000 | 50 000 | 30 000 | 58 483 CHF | 35 390 CHF | 99,52% | 99,52% |
11/11/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 034 CHF | 59 534 CHF | 99,50% | 99,50% |
08/11/2024 | 1,72% | 1,11 CHF | 1,13 CHF | 50 000 | 30 000 | 49 880 | 30 000 | 57 571 CHF | 35 233 CHF | 99,50% | 99,50% |
07/11/2024 | 0,73% | 1,34 CHF | 1,35 CHF | 40 000 | 30 000 | 40 002 | 30 000 | 54 255 CHF | 40 990 CHF | 98,91% | 98,91% |