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 | 4,42% | 0,66 CHF | 0,69 CHF | 50 000 | 50 000 | 49 980 | 49 980 | 33 246 CHF | 34 746 CHF | 99,67% | 99,67% |
19/11/2024 | 3,99% | 0,70 CHF | 0,73 CHF | 50 000 | 50 000 | 49 975 | 49 975 | 36 927 CHF | 38 427 CHF | 99,78% | 99,78% |
18/11/2024 | 3,60% | 0,79 CHF | 0,82 CHF | 50 000 | 50 000 | 49 995 | 49 995 | 40 924 CHF | 42 424 CHF | 98,44% | 98,44% |
15/11/2024 | 3,54% | 0,85 CHF | 0,88 CHF | 50 000 | 50 000 | 49 980 | 49 980 | 41 703 CHF | 43 203 CHF | 97,29% | 97,29% |
14/11/2024 | 2,77% | 1,00 CHF | 1,03 CHF | 40 000 | 40 000 | 39 884 | 39 884 | 42 952 CHF | 44 152 CHF | 96,94% | 96,94% |
13/11/2024 | 6,05% | 1,21 CHF | 1,24 CHF | 40 000 | 40 000 | 15 423 | 15 423 | 18 001 CHF | 18 628 CHF | 96,36% | 96,36% |
12/11/2024 | 2,22% | 1,29 CHF | 1,32 CHF | 40 000 | 40 000 | 39 969 | 39 969 | 53 415 CHF | 54 615 CHF | 99,00% | 99,00% |
11/11/2024 | 2,21% | 1,35 CHF | 1,38 CHF | 40 000 | 40 000 | 39 967 | 39 967 | 53 732 CHF | 54 932 CHF | 99,84% | 99,84% |
08/11/2024 | 2,37% | 1,30 CHF | 1,33 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 50 057 CHF | 51 257 CHF | 98,72% | 98,72% |
07/11/2024 | 2,37% | 1,25 CHF | 1,28 CHF | 40 000 | 40 000 | 39 993 | 39 993 | 50 085 CHF | 51 285 CHF | 99,15% | 99,15% |