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 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 968 CHF | 56 468 CHF | 99,19% | 99,19% |
20/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 643 CHF | 69 393 CHF | 99,20% | 99,20% |
19/11/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 637 CHF | 64 387 CHF | 99,33% | 99,33% |
18/11/2024 | 1,06% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 272 CHF | 71 022 CHF | 99,28% | 99,28% |
15/11/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 74 884 | 74 884 | 72 565 CHF | 73 314 CHF | 99,48% | 99,48% |
14/11/2024 | 0,85% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 579 CHF | 59 079 CHF | 99,14% | 99,14% |
13/11/2024 | 0,84% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 44 443 | 44 443 | 52 846 CHF | 53 291 CHF | 98,86% | 98,86% |
12/11/2024 | 0,86% | 1,24 CHF | 1,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 108 CHF | 29 358 CHF | 99,18% | 99,18% |
11/11/2024 | 1,05% | 1,17 CHF | 1,18 CHF | 25 000 | 25 000 | 35 250 | 35 250 | 33 277 CHF | 33 630 CHF | 99,28% | 99,28% |
08/11/2024 | 1,43% | 0,78 CHF | 0,79 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 26 360 CHF | 26 740 CHF | 99,48% | 99,48% |