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 | 1,21% | 0,87 CHF | 0,88 CHF | 60 000 | 1 000 | 60 000 | 1 000 | 55 327 CHF | 933 CHF | 99,64% | 99,64% |
19/11/2024 | 1,26% | 0,87 CHF | 0,89 CHF | 60 000 | 1 000 | 60 003 | 1 000 | 53 280 CHF | 899 CHF | 99,62% | 99,62% |
18/11/2024 | 1,23% | 0,91 CHF | 0,92 CHF | 60 000 | 1 000 | 60 229 | 1 000 | 53 975 CHF | 908 CHF | 99,65% | 99,65% |
15/11/2024 | 1,22% | 0,90 CHF | 0,92 CHF | 60 000 | 1 000 | 60 000 | 1 000 | 55 597 CHF | 938 CHF | 99,56% | 99,56% |
14/11/2024 | 0,94% | 1,10 CHF | 1,12 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 59 691 CHF | 1 205 CHF | 99,65% | 99,65% |
13/11/2024 | 0,96% | 1,29 CHF | 1,30 CHF | 40 000 | 1 000 | 48 433 | 1 000 | 56 685 CHF | 1 185 CHF | 90,80% | 90,80% |
12/11/2024 | 0,95% | 1,10 CHF | 1,11 CHF | 50 000 | 1 000 | 49 918 | 1 000 | 60 457 CHF | 1 223 CHF | 99,67% | 99,67% |
11/11/2024 | 0,87% | 1,21 CHF | 1,22 CHF | 50 000 | 1 000 | 41 512 | 1 000 | 53 664 CHF | 1 306 CHF | 98,75% | 98,75% |
08/11/2024 | 1,12% | 1,19 CHF | 1,20 CHF | 50 000 | 1 000 | 57 802 | 1 000 | 57 739 CHF | 1 015 CHF | 99,66% | 99,66% |
07/11/2024 | 1,05% | 0,98 CHF | 0,99 CHF | 60 000 | 1 000 | 51 405 | 1 000 | 55 111 CHF | 1 086 CHF | 99,64% | 99,64% |