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 | 2,30% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 25 333 | 54 477 CHF | 28 301 CHF | 99,69% | 99,69% |
19/11/2024 | 2,26% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 25 335 | 55 466 CHF | 28 689 CHF | 99,65% | 99,65% |
18/11/2024 | 2,26% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 25 332 | 55 482 CHF | 28 648 CHF | 99,66% | 99,66% |
15/11/2024 | 2,10% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 29 340 | 53 139 CHF | 32 377 CHF | 56,35% | 56,35% |
14/11/2024 | 2,63% | 0,98 CHF | 0,99 CHF | 60 000 | 25 000 | 60 000 | 20 005 | 57 312 CHF | 19 622 CHF | 99,66% | 99,66% |
13/11/2024 | 2,53% | 0,99 CHF | 1,00 CHF | 60 000 | 50 000 | 58 539 | 25 788 | 57 801 CHF | 26 115 CHF | 96,80% | 96,80% |
12/11/2024 | 2,55% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 59 552 | 25 331 | 58 663 CHF | 25 534 CHF | 99,68% | 99,68% |
11/11/2024 | 2,65% | 0,98 CHF | 0,99 CHF | 60 000 | 25 000 | 60 000 | 20 290 | 56 596 CHF | 19 654 CHF | 96,93% | 96,93% |
08/11/2024 | 2,78% | 0,94 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 20 025 | 54 237 CHF | 18 622 CHF | 99,66% | 99,66% |
07/11/2024 | 2,75% | 0,91 CHF | 0,92 CHF | 60 000 | 25 000 | 60 000 | 20 021 | 54 577 CHF | 18 705 CHF | 99,68% | 99,68% |