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 | 1,06% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 74 479 | 74 479 | 69 812 CHF | 70 557 CHF | 99,50% | 99,50% |
19/11/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 714 | 50 714 | 53 072 CHF | 53 579 CHF | 98,61% | 98,61% |
18/11/2024 | 1,04% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 73 526 | 73 526 | 70 215 CHF | 70 950 CHF | 99,28% | 99,28% |
15/11/2024 | 1,02% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 69 105 | 69 105 | 67 348 CHF | 68 039 CHF | 99,42% | 99,42% |
14/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 51 469 | 51 469 | 52 110 CHF | 52 625 CHF | 99,47% | 99,47% |
13/11/2024 | 1,14% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 68 254 | 68 254 | 59 514 CHF | 60 196 CHF | 94,54% | 94,54% |
12/11/2024 | 0,97% | 0,92 CHF | 0,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 655 CHF | 25 905 CHF | 99,04% | 99,04% |
11/11/2024 | 1,11% | 1,08 CHF | 1,09 CHF | 25 000 | 25 000 | 35 529 | 35 529 | 31 718 CHF | 32 073 CHF | 98,33% | 98,33% |
08/11/2024 | 1,31% | 0,83 CHF | 0,84 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 28 887 CHF | 29 267 CHF | 99,42% | 99,42% |
07/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 29 407 CHF | 29 787 CHF | 99,19% | 99,19% |