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 | 1,59% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 303 CHF | 31 803 CHF | 99,37% | 99,37% |
19/11/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 49 997 | 49 997 | 24 612 CHF | 25 112 CHF | 99,83% | 99,83% |
18/11/2024 | 1,56% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 41 426 | 41 426 | 26 352 CHF | 26 766 CHF | 98,41% | 98,41% |
15/11/2024 | 1,51% | 0,68 CHF | 0,69 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 26 365 CHF | 26 765 CHF | 99,83% | 99,83% |
14/11/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 746 CHF | 33 246 CHF | 98,68% | 98,68% |
13/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 25 148 CHF | 25 548 CHF | 100,00% | 100,00% |
12/11/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 28 060 CHF | 28 460 CHF | 99,87% | 99,87% |
11/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 40 000 | 40 000 | 39 998 | 39 998 | 32 374 CHF | 32 774 CHF | 99,90% | 99,90% |
08/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 40 000 | 40 000 | 39 985 | 39 985 | 31 481 CHF | 31 881 CHF | 98,09% | 98,09% |
07/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 40 000 | 40 000 | 39 998 | 39 998 | 34 445 CHF | 34 845 CHF | 99,99% | 99,99% |