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 | 1,10% | 0,90 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 240 CHF | 45 740 CHF | 99,38% | 99,38% |
19/11/2024 | 1,14% | 0,92 CHF | 0,93 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 30 520 CHF | 30 870 CHF | 99,25% | 99,25% |
18/11/2024 | 1,09% | 0,88 CHF | 0,89 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 32 087 CHF | 32 437 CHF | 99,31% | 99,31% |
15/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 36 372 CHF | 36 722 CHF | 99,39% | 99,39% |
14/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 35 126 CHF | 35 476 CHF | 99,38% | 99,38% |
13/11/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 35 016 CHF | 35 366 CHF | 99,39% | 99,39% |
12/11/2024 | 0,95% | 1,05 CHF | 1,06 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 36 778 CHF | 37 128 CHF | 99,06% | 99,06% |
11/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 40 847 CHF | 41 197 CHF | 99,28% | 99,28% |
08/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 39 092 CHF | 39 442 CHF | 99,39% | 99,39% |
07/11/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 34 237 CHF | 34 587 CHF | 99,27% | 99,27% |