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 | 0,92% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 34 522 | 30 091 | 66 998 CHF | 58 742 CHF | 93,94% | 93,94% |
19/11/2024 | 0,89% | 2,08 CHF | 2,09 CHF | 50 000 | 50 000 | 34 262 | 29 798 | 71 152 CHF | 62 429 CHF | 99,67% | 99,67% |
18/11/2024 | 0,90% | 2,10 CHF | 2,11 CHF | 50 000 | 50 000 | 36 324 | 32 119 | 72 462 CHF | 64 935 CHF | 67,16% | 67,16% |
15/11/2024 | 1,14% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 42 119 | 29 796 | 68 236 CHF | 49 374 CHF | 99,67% | 99,67% |
14/11/2024 | 1,44% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 41 866 | 27 876 | 54 810 CHF | 37 363 CHF | 91,57% | 91,57% |
13/11/2024 | 1,43% | 1,21 CHF | 1,22 CHF | 50 000 | 50 000 | 48 924 | 29 133 | 60 097 CHF | 36 132 CHF | 97,61% | 97,61% |
12/11/2024 | 1,55% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 49 955 | 29 254 | 59 006 CHF | 35 410 CHF | 87,57% | 87,57% |
11/11/2024 | 1,64% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 28 847 | 56 230 CHF | 32 690 CHF | 97,47% | 97,47% |
08/11/2024 | 1,34% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 42 166 | 29 886 | 56 338 CHF | 39 981 CHF | 98,64% | 98,64% |
07/11/2024 | 1,18% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 42 188 | 29 934 | 66 082 CHF | 47 154 CHF | 97,63% | 97,63% |