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 | 0,82% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 34 522 | 30 091 | 77 150 CHF | 67 601 CHF | 93,94% | 93,94% |
19/11/2024 | 0,76% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 34 262 | 29 798 | 81 205 CHF | 71 161 CHF | 99,67% | 99,67% |
18/11/2024 | 0,80% | 2,40 CHF | 2,41 CHF | 50 000 | 50 000 | 36 324 | 32 119 | 83 157 CHF | 74 398 CHF | 67,17% | 67,17% |
15/11/2024 | 0,98% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 34 261 | 29 796 | 66 036 CHF | 58 204 CHF | 99,67% | 99,67% |
14/11/2024 | 1,16% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 41 841 | 27 875 | 67 132 CHF | 45 587 CHF | 91,57% | 91,57% |
13/11/2024 | 1,17% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 42 186 | 29 229 | 64 210 CHF | 44 859 CHF | 97,11% | 97,11% |
12/11/2024 | 1,24% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 42 425 | 29 254 | 62 645 CHF | 43 970 CHF | 87,57% | 87,57% |
11/11/2024 | 1,28% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 42 178 | 28 846 | 59 639 CHF | 41 105 CHF | 97,48% | 97,48% |
08/11/2024 | 1,11% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 38 713 | 29 886 | 62 793 CHF | 48 652 CHF | 98,64% | 98,64% |
07/11/2024 | 1,00% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 34 376 | 29 934 | 63 672 CHF | 55 837 CHF | 97,63% | 97,63% |