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 | 1,22% | 0,80 CHF | 0,81 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 49 020 CHF | 49 620 CHF | 99,39% | 99,39% |
19/11/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 12 265 CHF | 12 415 CHF | 99,27% | 99,27% |
18/11/2024 | 1,15% | 0,83 CHF | 0,84 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 13 029 CHF | 13 179 CHF | 99,31% | 99,31% |
15/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 13 809 CHF | 13 959 CHF | 99,39% | 99,39% |
14/11/2024 | 0,92% | 0,99 CHF | 1,00 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 16 238 CHF | 16 388 CHF | 99,35% | 99,35% |
13/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 17 421 CHF | 17 571 CHF | 99,37% | 99,37% |
12/11/2024 | 0,81% | 1,17 CHF | 1,18 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 387 CHF | 18 537 CHF | 99,09% | 99,09% |
11/11/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 26 057 CHF | 26 257 CHF | 99,28% | 99,28% |
08/11/2024 | 0,85% | 1,28 CHF | 1,29 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 607 CHF | 23 807 CHF | 99,38% | 99,38% |
07/11/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 18 215 CHF | 18 415 CHF | 99,26% | 99,26% |