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 | 0,97% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 398 CHF | 51 898 CHF | 99,73% | 99,73% |
19/11/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 654 CHF | 53 154 CHF | 99,51% | 99,51% |
18/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 494 CHF | 51 994 CHF | 99,88% | 99,88% |
15/11/2024 | 1,05% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 263 CHF | 47 763 CHF | 99,61% | 99,61% |
14/11/2024 | 1,09% | 0,88 CHF | 0,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 677 CHF | 46 177 CHF | 99,73% | 99,73% |
13/11/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 815 CHF | 47 315 CHF | 99,94% | 99,94% |
12/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 343 CHF | 44 843 CHF | 99,84% | 99,84% |
11/11/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 336 CHF | 41 836 CHF | 99,80% | 99,80% |
08/11/2024 | 1,23% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 549 CHF | 41 049 CHF | 99,83% | 99,83% |
07/11/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 248 CHF | 39 748 CHF | 99,88% | 99,88% |