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 | 1,55% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 065 CHF | 32 565 CHF | 99,96% | 99,96% |
19/11/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 645 CHF | 33 145 CHF | 99,81% | 99,81% |
18/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 875 CHF | 34 375 CHF | 99,93% | 99,93% |
15/11/2024 | 1,49% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 446 CHF | 33 946 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 124 CHF | 30 624 CHF | 99,66% | 99,66% |
13/11/2024 | 1,84% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 980 CHF | 27 480 CHF | 99,96% | 99,96% |
12/11/2024 | 2,01% | 0,45 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 706 CHF | 25 206 CHF | 99,77% | 99,77% |
11/11/2024 | 1,47% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 847 CHF | 34 347 CHF | 99,81% | 99,81% |
08/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 445 CHF | 34 945 CHF | 99,82% | 99,82% |
07/11/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 008 CHF | 33 508 CHF | 99,90% | 99,90% |