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 | 0,79% | 1,45 CHF | 1,46 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 55 895 CHF | 1 409 CHF | 99,66% | 99,66% |
19/11/2024 | 0,79% | 1,44 CHF | 1,45 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 57 083 CHF | 1 438 CHF | 99,65% | 99,65% |
18/11/2024 | 0,77% | 1,41 CHF | 1,42 CHF | 40 000 | 1 000 | 39 999 | 1 000 | 57 233 CHF | 1 442 CHF | 99,68% | 99,68% |
15/11/2024 | 0,80% | 1,43 CHF | 1,44 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 56 322 CHF | 1 419 CHF | 99,62% | 99,62% |
14/11/2024 | 0,96% | 1,23 CHF | 1,24 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 57 275 CHF | 1 157 CHF | 99,68% | 99,68% |
13/11/2024 | 1,00% | 1,03 CHF | 1,05 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 57 595 CHF | 1 163 CHF | 92,89% | 92,89% |
12/11/2024 | 1,02% | 1,22 CHF | 1,24 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 55 587 CHF | 1 123 CHF | 99,69% | 99,69% |
11/11/2024 | 1,10% | 1,11 CHF | 1,13 CHF | 50 000 | 1 000 | 50 848 | 1 000 | 52 036 CHF | 1 035 CHF | 98,77% | 98,77% |
08/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 50 000 | 1 000 | 41 977 | 1 000 | 54 289 CHF | 1 311 CHF | 99,69% | 99,69% |
07/11/2024 | 0,90% | 1,32 CHF | 1,34 CHF | 40 000 | 1 000 | 47 829 | 1 000 | 59 043 CHF | 1 249 CHF | 99,67% | 99,67% |