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% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 63 197 | 35 128 | 54 746 CHF | 30 797 CHF | 99,66% | 99,66% |
19/11/2024 | 1,13% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 63 197 | 35 126 | 55 708 CHF | 31 351 CHF | 99,66% | 99,66% |
18/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 63 196 | 35 124 | 59 583 CHF | 33 329 CHF | 99,67% | 99,67% |
15/11/2024 | 2,65% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 30 225 | 22 438 | 29 251 CHF | 21 674 CHF | 98,19% | 98,19% |
14/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 75 000 | 75 000 | 55 331 | 35 137 | 57 395 CHF | 36 787 CHF | 99,56% | 99,56% |
13/11/2024 | 0,89% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 55 439 | 35 443 | 61 835 CHF | 39 600 CHF | 97,60% | 97,60% |
12/11/2024 | 0,89% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 55 328 | 35 126 | 61 765 CHF | 39 488 CHF | 99,65% | 99,65% |
11/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 47 480 | 35 123 | 60 476 CHF | 44 986 CHF | 99,66% | 99,66% |
08/11/2024 | 0,79% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 42 134 | 29 810 | 53 139 CHF | 37 702 CHF | 99,17% | 99,17% |
07/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 42 143 | 29 834 | 58 833 CHF | 42 084 CHF | 99,66% | 99,66% |