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 | 1,19% | 1,62 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 456 CHF | 84 456 CHF | 91,97% | 91,97% |
19/11/2024 | 1,33% | 1,51 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 495 CHF | 75 495 CHF | 97,24% | 97,24% |
18/11/2024 | 1,25% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 407 CHF | 80 407 CHF | 99,26% | 99,26% |
15/11/2024 | 1,09% | 1,70 CHF | 1,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 282 CHF | 92 282 CHF | 99,48% | 99,48% |
14/11/2024 | 1,15% | 1,96 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 422 CHF | 87 422 CHF | 98,31% | 98,31% |
13/11/2024 | 1,32% | 1,54 CHF | 1,56 CHF | 50 000 | 50 000 | 44 557 | 44 557 | 67 539 CHF | 68 430 CHF | 97,60% | 97,60% |
12/11/2024 | 1,90% | 1,09 CHF | 1,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 074 CHF | 26 574 CHF | 99,03% | 99,03% |
11/11/2024 | 2,03% | 1,02 CHF | 1,04 CHF | 25 000 | 25 000 | 35 834 | 35 834 | 34 845 CHF | 35 561 CHF | 99,37% | 99,37% |
08/11/2024 | 2,17% | 0,92 CHF | 0,94 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 34 711 CHF | 35 471 CHF | 99,47% | 99,47% |
07/11/2024 | 2,28% | 0,90 CHF | 0,92 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 32 897 CHF | 33 657 CHF | 99,34% | 99,34% |