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 | 1,10% | 0,90 CHF | 0,91 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 49 720 CHF | 50 270 CHF | 99,73% | 99,73% |
19/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 45 350 CHF | 45 900 CHF | 99,82% | 99,82% |
18/11/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 55 000 | 55 000 | 55 000 | 54 998 | 45 601 CHF | 46 149 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 0,85 CHF | 0,86 CHF | 55 000 | 55 000 | 55 000 | 54 997 | 56 726 CHF | 57 274 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 55 000 | 55 000 | 54 999 | 54 999 | 70 940 CHF | 71 490 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 1,29 CHF | 1,30 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 68 760 CHF | 69 310 CHF | 99,95% | 99,95% |
12/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 72 149 CHF | 72 699 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 70 412 CHF | 70 962 CHF | 99,66% | 99,66% |
08/11/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 65 786 CHF | 66 336 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 55 000 | 55 000 | 55 000 | 55 000 | 63 986 CHF | 64 536 CHF | 99,70% | 99,70% |