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 | 0,80% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 197 CHF | 62 697 CHF | 98,56% | 98,56% |
19/11/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 328 CHF | 55 828 CHF | 94,48% | 94,48% |
18/11/2024 | 0,67% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 273 | 50 273 | 75 408 CHF | 75 911 CHF | 94,55% | 94,55% |
15/11/2024 | 0,86% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 449 CHF | 58 949 CHF | 99,43% | 99,43% |
14/11/2024 | 0,86% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 087 CHF | 58 587 CHF | 94,98% | 94,98% |
13/11/2024 | 0,90% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 44 113 | 44 113 | 49 207 CHF | 49 649 CHF | 89,93% | 89,93% |
12/11/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 25 000 | 25 000 | 29 633 | 29 633 | 29 502 CHF | 29 799 CHF | 99,46% | 99,46% |
11/11/2024 | 0,92% | 1,18 CHF | 1,19 CHF | 25 000 | 25 000 | 25 365 | 25 365 | 27 318 CHF | 27 572 CHF | 97,85% | 97,85% |
08/11/2024 | 1,36% | 0,86 CHF | 0,87 CHF | 38 000 | 38 000 | 38 247 | 38 247 | 28 048 CHF | 28 430 CHF | 99,27% | 99,27% |
07/11/2024 | 1,46% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 41 962 | 41 962 | 28 484 CHF | 28 904 CHF | 98,64% | 98,64% |