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 | 1,05% | 1,93 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 884 CHF | 95 884 CHF | 99,41% | 99,41% |
19/11/2024 | 1,04% | 1,82 CHF | 1,84 CHF | 50 000 | 50 000 | 49 240 | 49 240 | 93 942 CHF | 94 927 CHF | 99,11% | 99,11% |
18/11/2024 | 0,91% | 2,17 CHF | 2,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 817 CHF | 55 317 CHF | 99,31% | 99,31% |
15/11/2024 | 0,86% | 2,34 CHF | 2,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 988 CHF | 58 488 CHF | 99,42% | 99,42% |
14/11/2024 | 0,87% | 2,28 CHF | 2,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 442 CHF | 57 942 CHF | 98,77% | 98,77% |
13/11/2024 | 0,92% | 2,17 CHF | 2,19 CHF | 25 000 | 25 000 | 22 425 | 22 425 | 48 379 CHF | 48 828 CHF | 98,90% | 98,90% |
12/11/2024 | 0,95% | 2,11 CHF | 2,13 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 27 269 CHF | 27 529 CHF | 98,96% | 98,96% |
11/11/2024 | 0,97% | 2,11 CHF | 2,13 CHF | 13 000 | 13 000 | 14 263 | 14 263 | 29 209 CHF | 29 494 CHF | 99,09% | 99,09% |
08/11/2024 | 1,04% | 1,97 CHF | 1,99 CHF | 25 000 | 25 000 | 24 622 | 24 622 | 46 969 CHF | 47 461 CHF | 99,26% | 99,26% |
07/11/2024 | 0,97% | 1,97 CHF | 1,99 CHF | 25 000 | 25 000 | 14 228 | 14 228 | 29 162 CHF | 29 446 CHF | 98,91% | 98,91% |