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 | 0,88% | 1,19 CHF | 1,20 CHF | 50 000 | 1 000 | 42 054 | 1 000 | 55 619 CHF | 1 343 CHF | 99,69% | 99,69% |
19/11/2024 | 0,77% | 1,48 CHF | 1,49 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 58 192 CHF | 1 466 CHF | 99,69% | 99,69% |
18/11/2024 | 1,10% | 1,24 CHF | 1,26 CHF | 50 000 | 1 000 | 52 423 | 1 000 | 55 243 CHF | 1 071 CHF | 98,89% | 98,89% |
15/11/2024 | 0,89% | 1,19 CHF | 1,21 CHF | 50 000 | 1 000 | 41 267 | 1 000 | 57 658 CHF | 1 416 CHF | 96,24% | 96,24% |
14/11/2024 | 0,80% | 1,56 CHF | 1,57 CHF | 40 000 | 1 000 | 39 717 | 1 000 | 56 942 CHF | 1 447 CHF | 99,69% | 99,69% |
13/11/2024 | 0,71% | 1,31 CHF | 1,32 CHF | 40 000 | 1 000 | 32 613 | 1 000 | 54 167 CHF | 1 690 CHF | 96,87% | 96,87% |
12/11/2024 | 0,69% | 1,52 CHF | 1,54 CHF | 40 000 | 1 000 | 35 727 | 1 000 | 58 447 CHF | 1 659 CHF | 99,63% | 99,63% |
11/11/2024 | 0,56% | 1,87 CHF | 1,89 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 65 016 CHF | 2 179 CHF | 99,69% | 99,69% |
08/11/2024 | 0,44% | 2,58 CHF | 2,60 CHF | 20 000 | 1 000 | 20 448 | 1 000 | 55 460 CHF | 2 729 CHF | 99,41% | 99,41% |
07/11/2024 | 0,54% | 2,50 CHF | 2,51 CHF | 20 000 | 1 000 | 29 709 | 1 000 | 62 936 CHF | 2 134 CHF | 99,09% | 99,09% |