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 | 1,43% | 0,72 CHF | 0,74 CHF | 70 000 | 1 000 | 70 009 | 1 000 | 54 344 CHF | 787 CHF | 99,65% | 99,65% |
19/11/2024 | 1,52% | 0,73 CHF | 0,74 CHF | 70 000 | 1 000 | 71 301 | 1 000 | 52 872 CHF | 754 CHF | 99,63% | 99,63% |
18/11/2024 | 1,47% | 0,77 CHF | 0,78 CHF | 70 000 | 1 000 | 70 634 | 1 000 | 53 121 CHF | 764 CHF | 99,67% | 99,67% |
15/11/2024 | 1,46% | 0,76 CHF | 0,77 CHF | 70 000 | 1 000 | 70 000 | 1 000 | 54 711 CHF | 793 CHF | 99,60% | 99,60% |
14/11/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 60 000 | 1 000 | 50 883 | 1 000 | 53 310 CHF | 1 060 CHF | 99,66% | 99,66% |
13/11/2024 | 1,09% | 1,14 CHF | 1,16 CHF | 50 000 | 1 000 | 50 699 | 1 000 | 52 041 CHF | 1 038 CHF | 96,65% | 96,65% |
12/11/2024 | 1,07% | 0,95 CHF | 0,97 CHF | 60 000 | 1 000 | 50 891 | 1 000 | 54 168 CHF | 1 078 CHF | 99,68% | 99,68% |
11/11/2024 | 0,98% | 1,06 CHF | 1,08 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 57 499 CHF | 1 161 CHF | 98,76% | 98,76% |
08/11/2024 | 1,31% | 1,04 CHF | 1,06 CHF | 50 000 | 1 000 | 63 113 | 1 000 | 54 094 CHF | 874 CHF | 99,68% | 99,68% |
07/11/2024 | 1,24% | 0,84 CHF | 0,85 CHF | 60 000 | 1 000 | 60 595 | 1 000 | 56 415 CHF | 944 CHF | 99,66% | 99,66% |