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 | 1,39% | 1,00 CHF | 1,01 CHF | 54 373 | 10 000 | 50 278 | 10 000 | 50 796 CHF | 10 245 CHF | 50,10% | 50,10% |
19/11/2024 | 1,36% | 0,97 CHF | 0,98 CHF | 55 156 | 10 000 | 56 406 | 10 000 | 52 800 CHF | 9 491 CHF | 99,99% | 99,99% |
18/11/2024 | 1,75% | 0,93 CHF | 0,95 CHF | 56 068 | 10 000 | 56 912 | 9 445 | 51 968 CHF | 8 771 CHF | 99,43% | 99,43% |
15/11/2024 | 1,48% | 0,89 CHF | 0,90 CHF | 57 971 | 10 000 | 58 460 | 10 000 | 51 316 CHF | 8 910 CHF | 94,50% | 94,50% |
14/11/2024 | 1,24% | 1,02 CHF | 1,03 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 53 189 CHF | 10 771 CHF | 99,44% | 99,44% |
13/11/2024 | 1,34% | 1,08 CHF | 1,09 CHF | 50 000 | 10 000 | 50 000 | 9 982 | 52 243 CHF | 10 571 CHF | 97,60% | 97,60% |
12/11/2024 | 1,23% | 1,05 CHF | 1,06 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 52 640 CHF | 10 658 CHF | 98,69% | 98,69% |
11/11/2024 | 1,23% | 1,06 CHF | 1,07 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 51 755 CHF | 10 479 CHF | 61,00% | 61,00% |
08/11/2024 | 1,46% | 0,92 CHF | 0,93 CHF | 54 755 | 10 000 | 55 079 | 10 000 | 49 913 CHF | 9 198 CHF | 90,93% | 90,93% |
07/11/2024 | 1,57% | 0,87 CHF | 0,88 CHF | 56 355 | 10 000 | 55 756 | 9 977 | 48 918 CHF | 8 896 CHF | 35,67% | 35,67% |