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 | 0,87% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 622 | 50 622 | 58 089 CHF | 58 595 CHF | 99,07% | 99,07% |
19/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 58 093 | 58 092 | 58 269 CHF | 58 849 CHF | 95,63% | 95,63% |
18/11/2024 | 0,91% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 533 CHF | 55 033 CHF | 98,73% | 98,73% |
15/11/2024 | 0,78% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 855 CHF | 64 355 CHF | 97,16% | 97,16% |
14/11/2024 | 0,84% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 662 CHF | 60 162 CHF | 99,38% | 99,38% |
13/11/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 51 329 | 51 329 | 52 654 CHF | 53 166 CHF | 96,68% | 96,68% |
12/11/2024 | 1,48% | 0,71 CHF | 0,72 CHF | 38 000 | 38 000 | 44 802 | 44 802 | 29 965 CHF | 30 413 CHF | 99,05% | 99,05% |
11/11/2024 | 1,58% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 49 622 | 49 622 | 31 111 CHF | 31 607 CHF | 99,39% | 99,39% |
08/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 143 CHF | 29 643 CHF | 99,26% | 99,26% |
07/11/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 828 CHF | 28 328 CHF | 99,33% | 99,33% |