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 | 0,90% | 1,15 CHF | 1,16 CHF | 60 000 | 60 000 | 52 173 | 36 520 | 58 055 CHF | 41 150 CHF | 99,67% | 99,67% |
19/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 60 000 | 60 000 | 52 173 | 36 520 | 56 458 CHF | 39 937 CHF | 99,68% | 99,68% |
18/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 60 000 | 60 000 | 54 222 | 36 594 | 54 342 CHF | 37 120 CHF | 98,57% | 98,57% |
15/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 60 000 | 60 000 | 59 486 | 36 520 | 58 349 CHF | 36 102 CHF | 99,68% | 99,68% |
14/11/2024 | 1,06% | 0,99 CHF | 1,00 CHF | 60 000 | 60 000 | 60 000 | 36 520 | 56 140 CHF | 34 865 CHF | 99,68% | 99,68% |
13/11/2024 | 0,98% | 0,97 CHF | 0,98 CHF | 60 000 | 60 000 | 52 268 | 36 804 | 52 923 CHF | 37 487 CHF | 95,51% | 95,51% |
12/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 60 000 | 60 000 | 54 092 | 36 530 | 54 631 CHF | 37 293 CHF | 99,52% | 99,52% |
11/11/2024 | 0,86% | 1,07 CHF | 1,08 CHF | 60 000 | 60 000 | 52 200 | 36 600 | 60 169 CHF | 42 165 CHF | 98,48% | 98,48% |
08/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 60 000 | 60 000 | 52 174 | 36 521 | 62 617 CHF | 44 248 CHF | 99,66% | 99,66% |
07/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 60 000 | 60 000 | 47 462 | 39 806 | 58 424 CHF | 49 290 CHF | 57,50% | 57,50% |