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 | 0,78% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 565 CHF | 64 065 CHF | 93,70% | 93,70% |
19/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 624 CHF | 53 124 CHF | 95,44% | 95,44% |
18/11/2024 | 0,84% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 254 CHF | 59 754 CHF | 93,61% | 93,61% |
15/11/2024 | 0,68% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 910 CHF | 73 410 CHF | 99,48% | 99,48% |
14/11/2024 | 0,74% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 848 CHF | 68 348 CHF | 99,41% | 99,41% |
13/11/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 45 155 | 45 155 | 50 710 CHF | 51 161 CHF | 97,98% | 97,98% |
12/11/2024 | 1,52% | 0,69 CHF | 0,70 CHF | 38 000 | 38 000 | 46 348 | 46 348 | 30 089 CHF | 30 553 CHF | 98,34% | 98,34% |
11/11/2024 | 1,70% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 48 319 | 48 319 | 28 272 CHF | 28 755 CHF | 99,34% | 99,34% |