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 | 0,99% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 53 823 | 53 823 | 53 938 CHF | 54 476 CHF | 99,36% | 99,36% |
19/11/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 74 857 | 74 857 | 69 434 CHF | 70 183 CHF | 99,27% | 99,27% |
18/11/2024 | 0,96% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 53 148 | 53 148 | 55 236 CHF | 55 768 CHF | 99,21% | 99,21% |
15/11/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 421 | 50 421 | 52 002 CHF | 52 506 CHF | 99,38% | 99,38% |
14/11/2024 | 1,01% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 67 270 | 67 270 | 66 252 CHF | 66 925 CHF | 99,37% | 99,37% |
13/11/2024 | 1,10% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 73 720 | 73 720 | 66 809 CHF | 67 546 CHF | 96,01% | 96,01% |
12/11/2024 | 1,59% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 96 189 | 96 189 | 59 774 CHF | 60 736 CHF | 90,16% | 90,16% |
11/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 902 CHF | 61 902 CHF | 99,23% | 99,23% |
08/11/2024 | 1,94% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 103 929 | 103 929 | 53 048 CHF | 54 087 CHF | 99,38% | 99,38% |
07/11/2024 | 2,08% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 119 118 | 119 118 | 56 732 CHF | 57 924 CHF | 99,26% | 99,26% |