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% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 436 CHF | 44 936 CHF | 99,97% | 99,97% |
19/11/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 907 CHF | 43 407 CHF | 99,85% | 99,85% |
18/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 851 CHF | 43 351 CHF | 99,89% | 99,89% |
15/11/2024 | 1,30% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 343 CHF | 38 843 CHF | 99,43% | 99,43% |
14/11/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 268 CHF | 35 768 CHF | 99,75% | 99,75% |
13/11/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 296 CHF | 38 796 CHF | 99,72% | 99,72% |
12/11/2024 | 1,49% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 415 CHF | 33 915 CHF | 93,53% | 93,53% |
11/11/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 212 CHF | 31 712 CHF | 99,88% | 99,88% |
08/11/2024 | 1,70% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 278 CHF | 29 778 CHF | 99,88% | 99,88% |
07/11/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 678 CHF | 30 178 CHF | 74,47% | 74,47% |