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 | 1,46% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 197 CHF | 69 197 CHF | 99,39% | 99,39% |
19/11/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 566 CHF | 33 066 CHF | 99,30% | 99,30% |
18/11/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 376 CHF | 36 876 CHF | 99,31% | 99,31% |
15/11/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 604 CHF | 37 104 CHF | 99,39% | 99,39% |
14/11/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 906 CHF | 33 406 CHF | 99,37% | 99,37% |
13/11/2024 | 1,47% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 780 CHF | 34 280 CHF | 99,39% | 99,39% |
12/11/2024 | 1,38% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 910 CHF | 36 410 CHF | 99,09% | 99,09% |
11/11/2024 | 1,14% | 0,83 CHF | 0,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 504 CHF | 44 004 CHF | 99,29% | 99,29% |
08/11/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 117 CHF | 40 617 CHF | 99,39% | 99,39% |
07/11/2024 | 1,05% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 609 CHF | 48 109 CHF | 99,28% | 99,28% |