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 | 0,87% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 153 CHF | 57 653 CHF | 99,36% | 99,36% |
19/11/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 260 | 50 260 | 53 057 CHF | 53 560 CHF | 99,28% | 99,28% |
18/11/2024 | 0,83% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 398 CHF | 60 898 CHF | 99,23% | 99,23% |
15/11/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 536 CHF | 61 036 CHF | 99,38% | 99,38% |
14/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 336 CHF | 58 836 CHF | 99,35% | 99,35% |
13/11/2024 | 0,94% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 55 038 | 55 038 | 58 428 CHF | 58 978 CHF | 99,38% | 99,38% |
12/11/2024 | 1,45% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 80 236 | 80 236 | 55 018 CHF | 55 820 CHF | 99,04% | 99,04% |
11/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 78 030 | 78 030 | 53 495 CHF | 54 275 CHF | 99,22% | 99,22% |
08/11/2024 | 1,79% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 430 CHF | 56 430 CHF | 99,38% | 99,38% |
07/11/2024 | 1,96% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 106 760 | 106 760 | 53 875 CHF | 54 943 CHF | 99,26% | 99,26% |