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 | 0,60% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 078 CHF | 83 578 CHF | 98,97% | 98,97% |
19/11/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 567 CHF | 84 067 CHF | 96,55% | 96,55% |
18/11/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 265 CHF | 84 765 CHF | 97,53% | 97,53% |
15/11/2024 | 0,55% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 49 939 | 49 939 | 91 211 CHF | 91 710 CHF | 97,75% | 97,75% |
14/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 25 000 | 25 000 | 25 263 | 25 263 | 52 339 CHF | 52 592 CHF | 99,08% | 99,08% |
13/11/2024 | 0,48% | 2,01 CHF | 2,02 CHF | 25 000 | 25 000 | 22 309 | 22 309 | 46 578 CHF | 46 801 CHF | 97,77% | 97,77% |
12/11/2024 | 0,46% | 2,11 CHF | 2,12 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 28 114 CHF | 28 244 CHF | 14,23% | 99,08% |
11/11/2024 | 0,45% | 2,25 CHF | 2,25 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 28 818 CHF | 28 948 CHF | 5,06% | 94,04% |
08/11/2024 | - | 2,44 CHF | - CHF | 13 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,81% |
07/11/2024 | 0,43% | 2,43 CHF | 2,33 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 29 976 CHF | 30 106 CHF | 30,56% | 99,26% |