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 | 1,03% | 0,98 CHF | 0,99 CHF | 50 000 | 50 000 | 49 528 | 49 528 | 48 230 CHF | 48 726 CHF | 100,00% | 100,00% |
19/11/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 49 522 | 49 522 | 46 758 CHF | 47 254 CHF | 98,74% | 98,74% |
18/11/2024 | 1,19% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 41 925 CHF | 42 421 CHF | 100,00% | 100,00% |
15/11/2024 | 1,13% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 945 CHF | 44 445 CHF | 71,52% | 71,52% |
14/11/2024 | 1,06% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 49 528 | 49 528 | 47 235 CHF | 47 731 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 50 626 CHF | 51 122 CHF | 99,81% | 99,81% |
12/11/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 50 918 CHF | 51 414 CHF | 100,00% | 100,00% |
11/11/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 49 466 | 49 466 | 45 994 CHF | 46 490 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 44 998 CHF | 45 494 CHF | 100,00% | 100,00% |
07/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 33 913 CHF | 34 409 CHF | 100,00% | 100,00% |