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 | 1,62% | 0,63 CHF | 0,64 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 91 872 CHF | 93 372 CHF | 99,22% | 99,22% |
19/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 90 493 CHF | 91 993 CHF | 87,10% | 87,10% |
18/11/2024 | 1,52% | 0,63 CHF | 0,64 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 97 803 CHF | 99 303 CHF | 99,06% | 99,06% |
15/11/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 92 112 CHF | 93 612 CHF | 99,38% | 99,38% |
14/11/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 150 000 | 150 000 | 151 042 | 151 036 | 93 178 CHF | 94 685 CHF | 99,19% | 99,19% |
13/11/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 150 000 | 150 000 | 150 055 | 150 055 | 88 620 CHF | 90 120 CHF | 99,11% | 99,11% |
12/11/2024 | 1,68% | 0,61 CHF | 0,62 CHF | 88 000 | 88 000 | 82 250 | 82 250 | 48 428 CHF | 49 251 CHF | 98,92% | 98,92% |
11/11/2024 | 1,86% | 0,57 CHF | 0,58 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 46 997 CHF | 47 877 CHF | 98,14% | 98,14% |
08/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 88 000 | 88 000 | 98 369 | 98 369 | 47 908 CHF | 48 892 CHF | 99,45% | 99,45% |
07/11/2024 | 1,82% | 0,51 CHF | 0,52 CHF | 88 000 | 88 000 | 87 937 | 87 937 | 47 959 CHF | 48 839 CHF | 99,10% | 99,10% |