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 | 0,90% | 1,18 CHF | 1,20 CHF | 50 000 | 1 000 | 48 127 | 1 000 | 59 397 CHF | 1 246 CHF | 99,63% | 99,63% |
19/11/2024 | 0,93% | 1,18 CHF | 1,20 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 59 991 CHF | 1 211 CHF | 99,61% | 99,61% |
18/11/2024 | 0,92% | 1,23 CHF | 1,24 CHF | 50 000 | 1 000 | 50 000 | 1 000 | 60 570 CHF | 1 223 CHF | 99,65% | 99,65% |
15/11/2024 | 0,92% | 1,22 CHF | 1,23 CHF | 50 000 | 1 000 | 46 855 | 1 000 | 58 104 CHF | 1 253 CHF | 99,56% | 99,56% |
14/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 60 353 CHF | 1 520 CHF | 99,64% | 99,64% |
13/11/2024 | 0,76% | 1,60 CHF | 1,62 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 59 408 CHF | 1 497 CHF | 91,55% | 91,55% |
12/11/2024 | 0,76% | 1,41 CHF | 1,43 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 60 894 CHF | 1 534 CHF | 99,64% | 99,64% |
11/11/2024 | 0,70% | 1,52 CHF | 1,53 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 64 220 CHF | 1 617 CHF | 98,74% | 98,74% |
08/11/2024 | 0,86% | 1,50 CHF | 1,51 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 52 498 CHF | 1 324 CHF | 99,66% | 99,66% |
07/11/2024 | 0,83% | 1,29 CHF | 1,30 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 55 332 CHF | 1 395 CHF | 99,63% | 99,63% |