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 | 1,22% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 743 CHF | 41 243 CHF | 100,00% | 100,00% |
19/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 054 CHF | 39 554 CHF | 99,91% | 99,91% |
18/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 202 CHF | 40 702 CHF | 99,91% | 99,91% |
15/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 857 CHF | 40 357 CHF | 100,00% | 100,00% |
14/11/2024 | 1,27% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 094 CHF | 39 594 CHF | 100,00% | 100,00% |
13/11/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 404 CHF | 39 904 CHF | 100,00% | 100,00% |
12/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 499 CHF | 41 999 CHF | 99,71% | 99,71% |
11/11/2024 | 1,17% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 367 CHF | 42 867 CHF | 99,85% | 99,85% |
08/11/2024 | 1,18% | 0,83 CHF | 0,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 224 CHF | 42 724 CHF | 100,00% | 100,00% |
07/11/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 465 CHF | 43 965 CHF | 99,90% | 99,90% |