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 | 1,55% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 790 | 99 790 | 63 794 CHF | 64 792 CHF | 99,11% | 99,11% |
19/11/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 920 CHF | 60 920 CHF | 99,15% | 99,15% |
18/11/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 99 992 | 99 992 | 64 425 CHF | 65 425 CHF | 98,82% | 98,82% |
15/11/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 75 000 | 75 000 | 81 074 | 81 074 | 54 057 CHF | 54 868 CHF | 21,43% | 98,32% |
14/11/2024 | - | 0,79 CHF | - CHF | 75 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,70% |
13/11/2024 | - | 0,78 CHF | - CHF | 75 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,51% |
12/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 25 845 CHF | 26 225 CHF | 29,85% | 99,05% |
11/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 26 084 CHF | 26 464 CHF | 8,21% | 99,34% |
08/11/2024 | 1,40% | 0,72 CHF | 0,72 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 26 980 CHF | 27 360 CHF | 0,34% | 99,32% |
07/11/2024 | 1,44% | 0,75 CHF | 0,74 CHF | 38 000 | 38 000 | 38 012 | 38 012 | 26 182 CHF | 26 562 CHF | 79,77% | 99,36% |