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 | 1,63% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 447 CHF | 30 947 CHF | 99,97% | 99,97% |
19/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 109 CHF | 30 609 CHF | 99,85% | 99,85% |
18/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 269 CHF | 32 769 CHF | 99,89% | 99,89% |
15/11/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 369 CHF | 33 869 CHF | 100,00% | 100,00% |
14/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 443 CHF | 33 943 CHF | 99,60% | 99,60% |
13/11/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 364 CHF | 32 864 CHF | 99,97% | 99,97% |
12/11/2024 | 1,41% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 117 CHF | 35 617 CHF | 99,82% | 99,82% |
11/11/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 129 CHF | 37 629 CHF | 99,82% | 99,82% |
08/11/2024 | 1,42% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 981 CHF | 35 481 CHF | 99,82% | 99,82% |
07/11/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 151 CHF | 34 651 CHF | 99,89% | 99,89% |