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 | 5,04% | 0,97 CHF | 1,00 CHF | 200 000 | 200 000 | 82 611 | 74 751 | 83 504 CHF | 78 510 CHF | 99,64% | 99,64% |
19/11/2024 | 5,22% | 1,00 CHF | 1,03 CHF | 200 000 | 200 000 | 85 461 | 74 749 | 85 208 CHF | 77 762 CHF | 99,64% | 99,64% |
18/11/2024 | 5,45% | 1,07 CHF | 1,10 CHF | 300 000 | 300 000 | 112 243 | 112 243 | 112 684 CHF | 117 459 CHF | 99,44% | 99,44% |
15/11/2024 | 5,29% | 0,92 CHF | 0,95 CHF | 200 000 | 200 000 | 87 245 | 74 752 | 84 288 CHF | 75 134 CHF | 99,64% | 99,64% |
14/11/2024 | 4,72% | 1,07 CHF | 1,10 CHF | 200 000 | 200 000 | 82 543 | 74 713 | 90 864 CHF | 85 384 CHF | 99,61% | 99,61% |
13/11/2024 | 7,13% | 1,16 CHF | 1,21 CHF | 200 000 | 200 000 | 83 398 | 75 756 | 100 301 CHF | 96 490 CHF | 96,84% | 96,84% |
12/11/2024 | 6,43% | 1,27 CHF | 1,32 CHF | 200 000 | 200 000 | 74 891 | 74 891 | 99 748 CHF | 105 056 CHF | 99,24% | 99,24% |
11/11/2024 | 6,12% | 1,41 CHF | 1,46 CHF | 200 000 | 200 000 | 74 751 | 74 751 | 104 793 CHF | 110 096 CHF | 99,63% | 99,63% |
08/11/2024 | 5,72% | 1,52 CHF | 1,57 CHF | 200 000 | 200 000 | 74 746 | 74 746 | 113 665 CHF | 118 968 CHF | 99,63% | 99,63% |
07/11/2024 | 6,29% | 1,47 CHF | 1,52 CHF | 200 000 | 200 000 | 74 747 | 74 747 | 106 508 CHF | 111 811 CHF | 99,63% | 99,63% |