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 | 0,75% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 455 CHF | 66 955 CHF | 99,50% | 99,50% |
19/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 126 CHF | 71 626 CHF | 98,66% | 98,66% |
18/11/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 284 CHF | 67 784 CHF | 99,28% | 99,28% |
15/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 216 CHF | 68 716 CHF | 99,41% | 99,41% |
14/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 537 CHF | 70 037 CHF | 99,34% | 99,34% |
13/11/2024 | 1,09% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 44 706 | 44 705 | 56 127 CHF | 56 707 CHF | 95,60% | 95,60% |
12/11/2024 | 1,39% | 1,33 CHF | 1,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 661 CHF | 36 161 CHF | 99,00% | 99,00% |
11/11/2024 | 1,51% | 1,47 CHF | 1,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 004 CHF | 33 504 CHF | 98,40% | 98,40% |
08/11/2024 | 1,67% | 1,26 CHF | 1,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 655 CHF | 30 155 CHF | 99,44% | 99,44% |
07/11/2024 | 1,65% | 1,20 CHF | 1,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 022 CHF | 30 522 CHF | 99,25% | 99,25% |