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 | 1,50% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 178 CHF | 33 678 CHF | 99,97% | 99,97% |
19/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 793 CHF | 34 293 CHF | 99,79% | 99,79% |
18/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 514 CHF | 33 014 CHF | 99,95% | 99,95% |
15/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 920 CHF | 31 420 CHF | 100,00% | 100,00% |
14/11/2024 | 1,60% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 971 CHF | 31 471 CHF | 99,49% | 99,49% |
13/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 371 CHF | 24 871 CHF | 99,95% | 99,95% |
12/11/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 23 309 CHF | 23 809 CHF | 99,82% | 99,82% |
11/11/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 429 CHF | 21 929 CHF | 99,82% | 99,82% |
08/11/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 664 CHF | 22 164 CHF | 99,89% | 99,89% |
07/11/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 468 CHF | 17 968 CHF | 99,60% | 99,60% |