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 | 1,96% | 0,51 CHF | 0,52 CHF | 100 000 | 1 000 | 91 478 | 1 000 | 51 503 CHF | 575 CHF | 99,64% | 99,64% |
19/11/2024 | 2,10% | 0,52 CHF | 0,53 CHF | 100 000 | 1 000 | 99 766 | 1 000 | 52 874 CHF | 542 CHF | 99,62% | 99,62% |
18/11/2024 | 2,08% | 0,55 CHF | 0,57 CHF | 100 000 | 1 000 | 98 985 | 1 000 | 53 184 CHF | 549 CHF | 99,66% | 99,66% |
15/11/2024 | 1,97% | 0,54 CHF | 0,56 CHF | 100 000 | 1 000 | 91 795 | 1 000 | 52 128 CHF | 580 CHF | 99,58% | 99,58% |
14/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 70 000 | 1 000 | 62 608 | 1 000 | 52 174 CHF | 846 CHF | 99,65% | 99,65% |
13/11/2024 | 1,37% | 0,93 CHF | 0,95 CHF | 60 000 | 1 000 | 67 878 | 1 000 | 55 161 CHF | 827 CHF | 95,51% | 95,51% |
12/11/2024 | 1,34% | 0,74 CHF | 0,76 CHF | 70 000 | 1 000 | 61 619 | 1 000 | 52 590 CHF | 867 CHF | 99,67% | 99,67% |
11/11/2024 | 1,20% | 0,85 CHF | 0,87 CHF | 60 000 | 1 000 | 60 000 | 1 000 | 56 355 CHF | 951 CHF | 98,74% | 98,74% |
08/11/2024 | 1,72% | 0,84 CHF | 0,85 CHF | 60 000 | 1 000 | 81 715 | 1 000 | 52 853 CHF | 664 CHF | 99,66% | 99,66% |
07/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 80 000 | 1 000 | 72 709 | 1 000 | 52 286 CHF | 734 CHF | 99,64% | 99,64% |