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 | 0,80% | 1,30 CHF | 1,31 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 51 148 CHF | 1 289 CHF | 99,66% | 99,66% |
19/11/2024 | 0,78% | 1,30 CHF | 1,31 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 52 426 CHF | 1 321 CHF | 99,58% | 99,58% |
18/11/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 40 000 | 1 000 | 40 002 | 1 000 | 51 087 CHF | 1 287 CHF | 99,66% | 99,66% |
15/11/2024 | 0,74% | 1,37 CHF | 1,38 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 55 382 CHF | 1 395 CHF | 98,82% | 98,82% |
14/11/2024 | 0,79% | 1,38 CHF | 1,39 CHF | 40 000 | 1 000 | 41 234 | 1 000 | 54 305 CHF | 1 331 CHF | 84,32% | 84,32% |
13/11/2024 | 0,86% | 1,21 CHF | 1,22 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 58 569 CHF | 1 182 CHF | 96,19% | 96,19% |
12/11/2024 | 0,90% | 1,18 CHF | 1,19 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 56 488 CHF | 1 140 CHF | 99,54% | 99,54% |
11/11/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 60 000 | 1 000 | 60 000 | 1 000 | 57 218 CHF | 964 CHF | 99,69% | 99,69% |
08/11/2024 | 1,12% | 0,87 CHF | 0,88 CHF | 60 000 | 1 000 | 60 000 | 1 000 | 53 489 CHF | 901 CHF | 58,94% | 58,94% |
07/11/2024 | 1,17% | 0,78 CHF | 0,79 CHF | 70 000 | 1 000 | 61 637 | 1 000 | 53 016 CHF | 872 CHF | 88,29% | 88,29% |