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 | 2,31% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 30 089 | 56 236 CHF | 35 022 CHF | 93,97% | 93,97% |
19/11/2024 | 2,51% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 54 783 | 29 797 | 54 251 CHF | 30 176 CHF | 99,69% | 99,69% |
18/11/2024 | 2,10% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 51 769 | 32 115 | 57 227 CHF | 35 294 CHF | 67,20% | 67,20% |
15/11/2024 | 1,66% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 42 130 | 29 795 | 62 069 CHF | 44 011 CHF | 99,69% | 99,69% |
14/11/2024 | 1,47% | 1,71 CHF | 1,72 CHF | 50 000 | 50 000 | 33 683 | 27 873 | 60 148 CHF | 50 256 CHF | 91,60% | 91,60% |
13/11/2024 | 1,36% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 34 372 | 29 227 | 63 852 CHF | 55 016 CHF | 97,14% | 97,14% |
12/11/2024 | 1,32% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 34 849 | 29 251 | 65 974 CHF | 55 860 CHF | 87,59% | 87,59% |
11/11/2024 | 1,34% | 2,03 CHF | 2,04 CHF | 50 000 | 50 000 | 34 352 | 28 839 | 67 163 CHF | 57 130 CHF | 97,58% | 97,58% |
08/11/2024 | 1,53% | 1,90 CHF | 1,91 CHF | 50 000 | 50 000 | 36 496 | 29 884 | 62 741 CHF | 52 408 CHF | 98,66% | 98,66% |
07/11/2024 | 1,75% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 42 188 | 29 933 | 62 963 CHF | 45 615 CHF | 97,64% | 97,64% |