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 | 1,83% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 53 310 | 30 091 | 54 076 CHF | 31 589 CHF | 93,94% | 93,94% |
19/11/2024 | 2,06% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 60 411 | 29 798 | 53 453 CHF | 26 808 CHF | 99,67% | 99,67% |
18/11/2024 | 1,73% | 0,88 CHF | 0,89 CHF | 60 000 | 50 000 | 53 955 | 32 119 | 53 633 CHF | 31 685 CHF | 67,16% | 67,16% |
15/11/2024 | 1,34% | 1,17 CHF | 1,18 CHF | 50 000 | 50 000 | 42 130 | 29 796 | 57 517 CHF | 40 623 CHF | 99,67% | 99,67% |
14/11/2024 | 1,09% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 33 728 | 27 876 | 56 626 CHF | 47 089 CHF | 91,57% | 91,57% |
13/11/2024 | 1,05% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 34 373 | 29 230 | 60 176 CHF | 51 730 CHF | 97,11% | 97,11% |
12/11/2024 | 1,01% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 34 850 | 29 254 | 62 255 CHF | 52 570 CHF | 87,57% | 87,57% |
11/11/2024 | 0,94% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 34 357 | 28 847 | 63 544 CHF | 53 886 CHF | 97,47% | 97,47% |
08/11/2024 | 1,17% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 42 166 | 29 886 | 67 803 CHF | 49 062 CHF | 98,64% | 98,64% |
07/11/2024 | 1,23% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 42 188 | 29 934 | 58 503 CHF | 42 215 CHF | 97,63% | 97,63% |