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 | 0,62% | 1,66 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 725 CHF | 81 225 CHF | 2,60% | 99,34% |
19/11/2024 | 0,73% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 490 CHF | 68 990 CHF | 93,97% | 98,64% |
18/11/2024 | 0,84% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 364 CHF | 59 864 CHF | 99,33% | 99,33% |
15/11/2024 | 0,79% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 230 CHF | 63 730 CHF | 99,32% | 99,32% |
14/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 150 CHF | 65 650 CHF | 98,73% | 98,73% |
13/11/2024 | 0,83% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 44 671 | 44 671 | 53 864 CHF | 54 311 CHF | 99,14% | 99,14% |
12/11/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 694 CHF | 26 944 CHF | 98,75% | 98,75% |
11/11/2024 | 1,01% | 1,05 CHF | 1,06 CHF | 25 000 | 25 000 | 35 276 | 35 276 | 34 803 CHF | 35 156 CHF | 99,31% | 99,31% |
08/11/2024 | 1,02% | 0,94 CHF | 0,95 CHF | 38 000 | 38 000 | 35 551 | 35 551 | 34 749 CHF | 35 104 CHF | 99,43% | 99,43% |
07/11/2024 | 1,14% | 0,94 CHF | 0,95 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 33 244 CHF | 33 624 CHF | 98,86% | 98,86% |