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 | 0,74% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 49 994 | 49 994 | 67 084 CHF | 67 584 CHF | 97,66% | 97,66% |
19/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 49 926 | 49 926 | 61 260 CHF | 61 759 CHF | 93,12% | 93,12% |
18/11/2024 | 0,66% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 49 989 | 49 989 | 75 403 CHF | 75 903 CHF | 99,88% | 99,88% |
15/11/2024 | 0,58% | 1,62 CHF | 1,63 CHF | 40 000 | 40 000 | 39 897 | 39 897 | 68 887 CHF | 69 286 CHF | 97,28% | 97,28% |
14/11/2024 | 0,59% | 1,84 CHF | 1,85 CHF | 40 000 | 40 000 | 39 783 | 39 783 | 68 175 CHF | 68 573 CHF | 97,03% | 97,03% |
13/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 40 000 | 40 000 | 40 550 | 40 550 | 65 703 CHF | 66 109 CHF | 96,49% | 96,49% |
12/11/2024 | 0,61% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 41 134 | 41 134 | 67 123 CHF | 67 534 CHF | 95,97% | 95,97% |
11/11/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 40 000 | 40 000 | 41 462 | 41 462 | 66 090 CHF | 66 504 CHF | 97,86% | 97,86% |
08/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 47 376 | 47 376 | 70 742 CHF | 71 217 CHF | 94,78% | 94,78% |
07/11/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 40 062 | 40 062 | 64 186 CHF | 64 587 CHF | 95,22% | 95,22% |