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 | 1,16% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 724 CHF | 43 224 CHF | 99,95% | 99,95% |
19/11/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 575 CHF | 41 075 CHF | 99,81% | 99,81% |
18/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 022 CHF | 40 522 CHF | 99,89% | 99,89% |
15/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 056 CHF | 37 556 CHF | 100,00% | 100,00% |
14/11/2024 | 1,46% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 996 CHF | 34 496 CHF | 99,55% | 99,55% |
13/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 937 CHF | 34 437 CHF | 99,94% | 99,94% |
12/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 131 CHF | 36 631 CHF | 99,76% | 99,76% |
11/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 290 CHF | 39 790 CHF | 99,79% | 99,79% |
08/11/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 924 CHF | 36 424 CHF | 99,88% | 99,88% |
07/11/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 094 CHF | 38 594 CHF | 99,89% | 99,89% |