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 | - | 0,59 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,68% |
19/11/2024 | 2,85% | 0,62 CHF | 0,71 CHF | 50 000 | 10 000 | 10 000 | 10 000 | 6 920 CHF | 7 120 CHF | 0,28% | 99,59% |
18/11/2024 | 2,41% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 19 685 | 19 685 | 14 154 CHF | 14 427 CHF | 89,30% | 98,95% |
15/11/2024 | 2,90% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 18 767 | 18 767 | 11 767 CHF | 12 033 CHF | 98,62% | 98,62% |
14/11/2024 | 1,65% | 0,56 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 110 CHF | 30 610 CHF | 1,45% | 99,59% |
13/11/2024 | 2,81% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 25 439 | 25 439 | 14 607 CHF | 14 923 CHF | 46,82% | 97,54% |
12/11/2024 | 3,15% | 0,57 CHF | 0,63 CHF | 50 000 | 10 000 | 10 000 | 10 000 | 6 246 CHF | 6 446 CHF | 54,84% | 99,60% |
11/11/2024 | 2,67% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 26 572 | 26 572 | 15 976 CHF | 16 300 CHF | 50,38% | 99,28% |
08/11/2024 | 3,19% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 18 709 | 18 709 | 10 480 CHF | 10 745 CHF | 99,17% | 99,17% |
07/11/2024 | 2,93% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 18 714 | 18 714 | 10 894 CHF | 11 159 CHF | 99,19% | 99,19% |