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 | 1,65% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 078 CHF | 30 578 CHF | 99,39% | 99,39% |
19/11/2024 | 1,74% | 0,62 CHF | 0,63 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 19 925 CHF | 20 275 CHF | 99,25% | 99,25% |
18/11/2024 | 1,62% | 0,58 CHF | 0,59 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 21 456 CHF | 21 806 CHF | 99,31% | 99,31% |
15/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 25 716 CHF | 26 066 CHF | 99,39% | 99,39% |
14/11/2024 | 1,42% | 0,73 CHF | 0,74 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 24 492 CHF | 24 842 CHF | 99,35% | 99,35% |
13/11/2024 | 1,43% | 0,66 CHF | 0,67 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 24 376 CHF | 24 726 CHF | 99,36% | 99,36% |
12/11/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 26 168 CHF | 26 518 CHF | 99,07% | 99,07% |
11/11/2024 | 1,15% | 0,85 CHF | 0,86 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 30 214 CHF | 30 564 CHF | 99,29% | 99,29% |
08/11/2024 | 1,23% | 0,86 CHF | 0,87 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 28 433 CHF | 28 783 CHF | 99,39% | 99,39% |
07/11/2024 | 1,48% | 0,70 CHF | 0,71 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 23 532 CHF | 23 882 CHF | 99,27% | 99,27% |