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 | 1,15% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 61 371 | 50 000 | 52 866 CHF | 43 611 CHF | 99,49% | 99,49% |
19/11/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 58 603 | 50 000 | 55 981 CHF | 48 389 CHF | 97,55% | 97,55% |
18/11/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 63 602 | 50 000 | 53 404 CHF | 42 541 CHF | 99,40% | 99,40% |
15/11/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 270 CHF | 44 892 CHF | 98,86% | 98,86% |
14/11/2024 | 1,01% | 0,91 CHF | 0,92 CHF | 60 000 | 50 000 | 55 650 | 50 000 | 54 628 CHF | 49 730 CHF | 99,50% | 99,50% |
13/11/2024 | 0,94% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 515 | 50 000 | 53 393 CHF | 53 386 CHF | 95,83% | 95,83% |
12/11/2024 | 1,06% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 58 665 | 50 000 | 55 121 CHF | 47 560 CHF | 99,57% | 99,57% |
11/11/2024 | 0,98% | 0,87 CHF | 0,88 CHF | 60 000 | 30 000 | 52 522 | 30 000 | 53 225 CHF | 30 820 CHF | 94,72% | 94,72% |
08/11/2024 | 0,81% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 969 CHF | 62 469 CHF | 91,96% | 91,96% |
07/11/2024 | 1,05% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 59 360 | 50 000 | 56 373 CHF | 48 014 CHF | 99,53% | 99,53% |