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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 504 CHF | 58 004 CHF | 99,49% | 99,49% |
20/11/2024 | 1,03% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 559 CHF | 73 309 CHF | 99,43% | 99,43% |
19/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 328 CHF | 69 078 CHF | 98,81% | 98,81% |
18/11/2024 | 1,00% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 427 CHF | 75 177 CHF | 99,27% | 99,27% |
15/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 74 882 | 74 882 | 76 065 CHF | 76 813 CHF | 98,77% | 98,77% |
14/11/2024 | 0,84% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 387 CHF | 59 887 CHF | 99,38% | 99,38% |
13/11/2024 | 0,83% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 44 445 | 44 445 | 53 557 CHF | 54 001 CHF | 98,90% | 98,90% |
12/11/2024 | 0,84% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 548 CHF | 29 798 CHF | 99,02% | 99,02% |
11/11/2024 | 1,00% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 35 253 | 35 253 | 34 807 CHF | 35 160 CHF | 99,36% | 99,36% |
08/11/2024 | 1,28% | 0,84 CHF | 0,85 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 29 421 CHF | 29 801 CHF | 99,42% | 99,42% |