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 | 0,96% | 1,09 CHF | 1,10 CHF | 50 000 | 1 000 | 45 720 | 1 000 | 55 695 CHF | 1 241 CHF | 99,64% | 99,64% |
19/11/2024 | 0,83% | 1,38 CHF | 1,39 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 54 164 CHF | 1 365 CHF | 99,64% | 99,64% |
18/11/2024 | 1,21% | 1,14 CHF | 1,16 CHF | 50 000 | 1 000 | 57 267 | 1 000 | 54 463 CHF | 970 CHF | 98,83% | 98,83% |
15/11/2024 | 0,96% | 1,09 CHF | 1,11 CHF | 50 000 | 1 000 | 41 954 | 1 000 | 54 310 CHF | 1 315 CHF | 96,19% | 96,19% |
14/11/2024 | 0,86% | 1,46 CHF | 1,47 CHF | 40 000 | 1 000 | 40 963 | 1 000 | 54 546 CHF | 1 346 CHF | 99,64% | 99,64% |
13/11/2024 | 0,75% | 1,21 CHF | 1,22 CHF | 50 000 | 1 000 | 36 598 | 1 000 | 57 012 CHF | 1 590 CHF | 96,79% | 96,79% |
12/11/2024 | 0,73% | 1,42 CHF | 1,43 CHF | 40 000 | 1 000 | 38 771 | 1 000 | 59 779 CHF | 1 559 CHF | 99,57% | 99,57% |
11/11/2024 | 0,58% | 1,77 CHF | 1,79 CHF | 30 000 | 1 000 | 30 004 | 1 000 | 62 015 CHF | 2 079 CHF | 99,64% | 99,64% |
08/11/2024 | 0,45% | 2,48 CHF | 2,50 CHF | 30 000 | 1 000 | 21 735 | 1 000 | 56 575 CHF | 2 630 CHF | 99,36% | 99,36% |
07/11/2024 | 0,56% | 2,40 CHF | 2,41 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 60 680 CHF | 2 034 CHF | 99,07% | 99,07% |