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% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 54 272 | 54 272 | 56 333 CHF | 56 876 CHF | 99,97% | 99,97% |
19/11/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 61 721 | 61 756 | 61 470 CHF | 62 121 CHF | 99,78% | 99,78% |
18/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 120 CHF | 52 620 CHF | 99,91% | 99,91% |
15/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 230 CHF | 57 730 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 790 CHF | 58 290 CHF | 99,57% | 99,57% |
13/11/2024 | 0,93% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 656 CHF | 54 156 CHF | 99,95% | 99,95% |
12/11/2024 | 0,86% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 953 CHF | 58 453 CHF | 99,75% | 99,75% |
11/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 317 CHF | 62 817 CHF | 99,80% | 99,80% |
08/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 118 CHF | 58 618 CHF | 99,85% | 99,85% |
07/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 472 CHF | 58 972 CHF | 99,88% | 99,88% |