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 | 1,30% | 0,73 CHF | 0,74 CHF | 70 000 | 1 000 | 62 015 | 1 000 | 54 607 CHF | 898 CHF | 94,86% | 99,66% |
19/11/2024 | 1,12% | 1,02 CHF | 1,03 CHF | 50 000 | 1 000 | 55 100 | 1 000 | 54 739 CHF | 1 008 CHF | 99,67% | 99,67% |
18/11/2024 | 1,94% | 0,79 CHF | 0,80 CHF | 70 000 | 1 000 | 90 328 | 1 000 | 53 015 CHF | 611 CHF | 98,85% | 98,85% |
15/11/2024 | 1,34% | 0,73 CHF | 0,75 CHF | 70 000 | 1 000 | 57 879 | 1 000 | 53 967 CHF | 956 CHF | 96,21% | 96,21% |
14/11/2024 | 1,18% | 1,10 CHF | 1,11 CHF | 50 000 | 1 000 | 57 779 | 1 000 | 55 983 CHF | 987 CHF | 99,66% | 99,66% |
13/11/2024 | 0,99% | 0,85 CHF | 0,87 CHF | 60 000 | 1 000 | 45 475 | 1 000 | 54 440 CHF | 1 233 CHF | 96,61% | 96,61% |
12/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 1 000 | 46 660 | 1 000 | 55 190 CHF | 1 203 CHF | 99,59% | 99,59% |
11/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 40 000 | 1 000 | 32 167 | 1 000 | 54 551 CHF | 1 724 CHF | 99,66% | 99,66% |
08/11/2024 | 0,53% | 2,13 CHF | 2,14 CHF | 30 000 | 1 000 | 29 399 | 1 000 | 66 487 CHF | 2 278 CHF | 99,40% | 99,40% |
07/11/2024 | 0,68% | 2,05 CHF | 2,06 CHF | 30 000 | 1 000 | 36 414 | 1 000 | 60 129 CHF | 1 681 CHF | 99,08% | 99,08% |