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 | 1,36% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 71 104 | 35 127 | 51 794 CHF | 25 961 CHF | 99,66% | 99,66% |
19/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 71 065 | 35 126 | 52 786 CHF | 26 493 CHF | 99,67% | 99,67% |
18/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 71 065 | 35 124 | 57 271 CHF | 28 498 CHF | 99,67% | 99,67% |
15/11/2024 | 3,05% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 33 072 | 22 434 | 27 547 CHF | 18 564 CHF | 98,21% | 98,21% |
14/11/2024 | 1,11% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 63 199 | 35 137 | 56 799 CHF | 31 917 CHF | 99,56% | 99,56% |
13/11/2024 | 1,02% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 60 145 | 36 585 | 58 772 CHF | 35 803 CHF | 90,88% | 90,88% |
12/11/2024 | 1,02% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 62 084 | 35 125 | 60 760 CHF | 34 647 CHF | 99,65% | 99,65% |
11/11/2024 | 0,87% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 55 326 | 35 123 | 62 965 CHF | 40 177 CHF | 99,66% | 99,66% |
08/11/2024 | 0,88% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 29 810 | 56 360 CHF | 33 638 CHF | 99,18% | 99,18% |
07/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 46 005 | 29 833 | 57 848 CHF | 38 005 CHF | 99,67% | 99,67% |