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 | 0,65% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 106 CHF | 76 606 CHF | 99,37% | 99,37% |
19/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 738 CHF | 72 238 CHF | 99,26% | 99,26% |
18/11/2024 | 0,63% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 587 CHF | 79 087 CHF | 99,24% | 99,24% |
15/11/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 176 CHF | 78 676 CHF | 99,39% | 99,39% |
14/11/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 793 CHF | 76 293 CHF | 99,34% | 99,34% |
13/11/2024 | 0,70% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 161 | 50 161 | 71 555 CHF | 72 057 CHF | 96,02% | 96,02% |
12/11/2024 | 0,93% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 50 683 | 50 683 | 54 032 CHF | 54 539 CHF | 90,15% | 90,15% |
11/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 144 | 50 144 | 52 816 CHF | 53 317 CHF | 99,29% | 99,29% |
08/11/2024 | 1,08% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 225 CHF | 69 975 CHF | 99,38% | 99,38% |
07/11/2024 | 1,14% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 667 CHF | 66 417 CHF | 99,26% | 99,26% |