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 | 0,95% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 204 | 50 204 | 52 519 CHF | 53 021 CHF | 99,37% | 99,37% |
19/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 70 052 CHF | 70 789 CHF | 99,27% | 99,27% |
18/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 58 653 | 58 653 | 58 416 CHF | 59 002 CHF | 99,25% | 99,25% |
15/11/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 55 814 | 55 814 | 55 879 CHF | 56 437 CHF | 99,37% | 99,37% |
14/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 676 | 50 676 | 51 968 CHF | 52 475 CHF | 99,39% | 99,39% |
13/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 51 308 | 51 308 | 52 611 CHF | 53 124 CHF | 99,36% | 99,36% |
12/11/2024 | 0,94% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 881 CHF | 53 381 CHF | 99,05% | 99,05% |
11/11/2024 | 0,89% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 185 | 50 185 | 55 923 CHF | 56 424 CHF | 99,27% | 99,27% |
08/11/2024 | 1,12% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 768 CHF | 67 518 CHF | 99,38% | 99,38% |
07/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 176 | 75 176 | 65 581 CHF | 66 333 CHF | 99,27% | 99,27% |