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 | 1,36% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 446 CHF | 36 946 CHF | 99,95% | 99,95% |
19/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 602 CHF | 35 102 CHF | 99,80% | 99,80% |
18/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 161 CHF | 34 661 CHF | 99,90% | 99,90% |
15/11/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 537 CHF | 32 037 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 100 CHF | 29 600 CHF | 99,58% | 99,58% |
13/11/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 116 CHF | 29 616 CHF | 99,94% | 99,94% |
12/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 887 CHF | 31 387 CHF | 99,76% | 99,76% |
11/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 419 CHF | 33 919 CHF | 99,78% | 99,78% |
08/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 739 CHF | 31 239 CHF | 99,88% | 99,88% |
07/11/2024 | 1,52% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 643 CHF | 33 143 CHF | 99,89% | 99,89% |