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 | 0,99% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 55 346 | 35 134 | 55 596 CHF | 35 653 CHF | 99,61% | 99,61% |
19/11/2024 | 0,98% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 55 330 | 35 132 | 56 359 CHF | 36 171 CHF | 99,62% | 99,62% |
18/11/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 55 329 | 35 129 | 59 760 CHF | 38 182 CHF | 99,63% | 99,63% |
15/11/2024 | 2,32% | 1,05 CHF | 1,06 CHF | 75 000 | 75 000 | 30 212 | 22 457 | 33 425 CHF | 24 803 CHF | 98,08% | 98,08% |
14/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 55 335 | 35 146 | 65 044 CHF | 41 656 CHF | 99,50% | 99,50% |
13/11/2024 | 0,79% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 47 650 | 35 448 | 59 595 CHF | 44 486 CHF | 97,56% | 97,56% |
12/11/2024 | 0,79% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 49 363 | 35 132 | 61 830 CHF | 44 316 CHF | 99,59% | 99,59% |
11/11/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 47 460 | 35 129 | 66 933 CHF | 49 794 CHF | 99,61% | 99,61% |
08/11/2024 | 0,71% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 42 135 | 29 813 | 58 809 CHF | 41 720 CHF | 99,15% | 99,15% |
07/11/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 42 144 | 29 837 | 64 556 CHF | 46 138 CHF | 99,62% | 99,62% |