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 | 3,22% | 0,82 CHF | 0,85 CHF | 70 000 | 50 000 | 60 190 | 50 000 | 55 175 CHF | 47 348 CHF | 99,53% | 99,53% |
19/11/2024 | 3,23% | 0,92 CHF | 0,95 CHF | 60 000 | 50 000 | 59 309 | 50 000 | 54 245 CHF | 47 298 CHF | 99,55% | 99,55% |
18/11/2024 | 2,78% | 1,08 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 304 CHF | 54 804 CHF | 99,57% | 99,57% |
15/11/2024 | 2,91% | 1,02 CHF | 1,05 CHF | 50 000 | 50 000 | 52 074 | 50 000 | 52 816 CHF | 52 291 CHF | 98,91% | 98,91% |
14/11/2024 | 3,33% | 0,95 CHF | 0,98 CHF | 60 000 | 50 000 | 61 477 | 50 000 | 54 577 CHF | 45 975 CHF | 98,73% | 98,73% |
13/11/2024 | 3,72% | 0,76 CHF | 0,79 CHF | 70 000 | 50 000 | 69 087 | 50 000 | 54 762 CHF | 41 170 CHF | 96,12% | 96,12% |
12/11/2024 | 2,97% | 0,87 CHF | 0,90 CHF | 60 000 | 50 000 | 53 323 | 50 000 | 53 037 CHF | 51 416 CHF | 99,55% | 99,55% |
11/11/2024 | 3,04% | 1,03 CHF | 1,06 CHF | 50 000 | 50 000 | 56 463 | 50 000 | 54 891 CHF | 50 227 CHF | 99,57% | 99,57% |
08/11/2024 | 3,06% | 0,90 CHF | 0,93 CHF | 60 000 | 50 000 | 57 299 | 50 000 | 55 213 CHF | 49 809 CHF | 99,52% | 99,52% |
07/11/2024 | 2,52% | 1,24 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 884 CHF | 60 384 CHF | 99,48% | 99,48% |