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 | 0,53% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 93 953 CHF | 94 453 CHF | 99,36% | 99,36% |
19/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 461 CHF | 89 961 CHF | 99,26% | 99,26% |
18/11/2024 | 0,51% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 44 674 | 44 674 | 86 418 CHF | 86 865 CHF | 99,25% | 99,25% |
15/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 48 420 | 48 420 | 94 280 CHF | 94 764 CHF | 99,37% | 99,37% |
14/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 951 CHF | 95 451 CHF | 99,35% | 99,35% |
13/11/2024 | 0,56% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 866 CHF | 90 366 CHF | 99,36% | 99,36% |
12/11/2024 | 0,72% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 585 CHF | 70 085 CHF | 99,05% | 99,05% |
11/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 675 CHF | 70 175 CHF | 99,27% | 99,27% |
08/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 945 CHF | 62 445 CHF | 99,38% | 99,38% |
07/11/2024 | 0,85% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 767 CHF | 59 267 CHF | 99,26% | 99,26% |