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 | 1,12% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 769 | 74 769 | 66 344 CHF | 67 091 CHF | 99,48% | 99,48% |
19/11/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 51 196 | 51 196 | 52 495 CHF | 53 007 CHF | 98,60% | 98,60% |
18/11/2024 | 0,88% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 377 CHF | 56 877 CHF | 99,25% | 99,25% |
15/11/2024 | 0,98% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 52 652 | 52 652 | 53 158 CHF | 53 685 CHF | 98,27% | 98,27% |
14/11/2024 | 1,10% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 70 056 | 70 056 | 63 204 CHF | 63 905 CHF | 99,09% | 99,09% |
13/11/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 66 780 | 66 780 | 60 969 CHF | 61 637 CHF | 99,39% | 99,39% |
12/11/2024 | 1,14% | 0,94 CHF | 0,95 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 33 086 CHF | 33 466 CHF | 99,17% | 99,17% |
11/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 30 925 CHF | 31 305 CHF | 99,20% | 99,20% |
08/11/2024 | 1,23% | 0,76 CHF | 0,77 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 30 719 CHF | 31 099 CHF | 99,44% | 99,44% |
07/11/2024 | 1,20% | 0,89 CHF | 0,90 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 31 614 CHF | 31 994 CHF | 99,35% | 99,35% |