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 | 0,58% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 49 998 | 49 998 | 85 318 CHF | 85 818 CHF | 97,55% | 97,55% |
19/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 465 CHF | 79 965 CHF | 92,17% | 92,17% |
18/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 49 994 | 49 994 | 93 704 CHF | 94 204 CHF | 99,84% | 99,84% |
15/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 40 000 | 40 000 | 39 896 | 39 896 | 83 860 CHF | 84 259 CHF | 96,17% | 96,17% |
14/11/2024 | 0,48% | 2,21 CHF | 2,22 CHF | 40 000 | 40 000 | 39 951 | 39 951 | 83 429 CHF | 83 829 CHF | 96,86% | 96,86% |
13/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 40 000 | 40 000 | 40 522 | 40 522 | 80 815 CHF | 81 220 CHF | 96,63% | 96,63% |
12/11/2024 | 0,50% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 41 131 | 41 131 | 82 504 CHF | 82 915 CHF | 95,52% | 95,52% |
11/11/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 40 000 | 40 000 | 41 476 | 41 476 | 81 620 CHF | 82 035 CHF | 97,32% | 97,32% |
08/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 47 414 | 47 414 | 88 464 CHF | 88 939 CHF | 94,61% | 94,61% |
07/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 40 096 | 40 096 | 79 283 CHF | 79 685 CHF | 94,60% | 94,60% |