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 | 0,66% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 518 CHF | 76 018 CHF | 99,36% | 99,36% |
19/11/2024 | 0,70% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 993 CHF | 71 493 CHF | 99,24% | 99,24% |
18/11/2024 | 0,63% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 771 CHF | 79 271 CHF | 99,28% | 99,28% |
15/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 908 CHF | 79 408 CHF | 99,37% | 99,37% |
14/11/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 557 CHF | 77 057 CHF | 99,35% | 99,35% |
13/11/2024 | 0,70% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 155 | 50 155 | 71 692 CHF | 72 193 CHF | 99,39% | 99,39% |
12/11/2024 | 0,97% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 54 188 | 54 188 | 55 364 CHF | 55 906 CHF | 99,07% | 99,07% |
11/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 52 505 | 52 505 | 53 921 CHF | 54 446 CHF | 99,23% | 99,23% |
08/11/2024 | 1,13% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 994 CHF | 66 744 CHF | 99,37% | 99,37% |
07/11/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 563 CHF | 62 313 CHF | 99,26% | 99,26% |