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 | 5,78% | 0,48 CHF | 0,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 24 174 CHF | 25 613 CHF | 99,98% | 99,98% |
19/11/2024 | 5,30% | 0,51 CHF | 0,54 CHF | 50 000 | 50 000 | 49 996 | 49 996 | 27 632 CHF | 29 132 CHF | 99,85% | 99,85% |
18/11/2024 | 4,66% | 0,60 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 467 CHF | 32 967 CHF | 99,54% | 99,54% |
15/11/2024 | 4,56% | 0,66 CHF | 0,69 CHF | 50 000 | 50 000 | 49 998 | 49 998 | 32 249 CHF | 33 749 CHF | 98,98% | 98,98% |
14/11/2024 | 3,37% | 0,80 CHF | 0,83 CHF | 40 000 | 40 000 | 40 163 | 40 163 | 35 403 CHF | 36 610 CHF | 97,78% | 97,78% |
13/11/2024 | 7,25% | 1,01 CHF | 1,04 CHF | 40 000 | 40 000 | 15 488 | 15 488 | 15 080 CHF | 15 708 CHF | 96,76% | 96,76% |
12/11/2024 | 2,59% | 1,10 CHF | 1,13 CHF | 40 000 | 40 000 | 39 987 | 39 987 | 45 694 CHF | 46 894 CHF | 99,36% | 99,36% |
11/11/2024 | 2,58% | 1,16 CHF | 1,19 CHF | 40 000 | 40 000 | 39 987 | 39 987 | 45 968 CHF | 47 168 CHF | 99,99% | 99,99% |
08/11/2024 | 2,80% | 1,10 CHF | 1,13 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 42 327 CHF | 43 527 CHF | 98,88% | 98,88% |
07/11/2024 | 2,79% | 1,06 CHF | 1,09 CHF | 40 000 | 40 000 | 39 998 | 39 998 | 42 396 CHF | 43 596 CHF | 99,69% | 99,69% |