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 | 1,03% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 72 109 | 72 109 | 69 754 CHF | 70 475 CHF | 99,03% | 99,03% |
19/11/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 68 037 | 68 037 | 66 241 CHF | 66 921 CHF | 96,59% | 96,59% |
18/11/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 67 538 | 67 538 | 66 689 CHF | 67 364 CHF | 97,59% | 97,59% |
15/11/2024 | 0,90% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 206 CHF | 55 706 CHF | 97,79% | 97,79% |
14/11/2024 | 0,76% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 801 CHF | 66 301 CHF | 99,41% | 99,41% |
13/11/2024 | 0,75% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 44 476 | 44 476 | 59 296 CHF | 59 741 CHF | 99,22% | 99,22% |
12/11/2024 | 0,69% | 1,36 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 333 CHF | 36 583 CHF | 98,82% | 98,82% |
11/11/2024 | 0,62% | 1,48 CHF | 1,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 489 CHF | 40 739 CHF | 94,05% | 94,05% |
08/11/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 382 CHF | 40 632 CHF | 97,80% | 97,80% |
07/11/2024 | 0,63% | 1,66 CHF | 1,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 844 CHF | 40 094 CHF | 98,09% | 98,09% |