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 | 0,95% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 55 329 | 52 686 | 59 715 CHF | 57 433 CHF | 99,66% | 99,66% |
19/11/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 55 332 | 52 694 | 61 428 CHF | 59 128 CHF | 99,58% | 99,58% |
18/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 75 000 | 75 000 | 55 327 | 52 680 | 59 572 CHF | 57 221 CHF | 99,66% | 99,66% |
15/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 100 000 | 100 000 | 60 745 | 58 108 | 71 815 CHF | 69 211 CHF | 98,82% | 98,82% |
14/11/2024 | 0,93% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 56 742 | 53 520 | 63 832 CHF | 60 764 CHF | 84,31% | 84,31% |
13/11/2024 | 1,09% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 63 093 | 53 401 | 61 426 CHF | 52 575 CHF | 97,14% | 97,14% |
12/11/2024 | 1,18% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 63 200 | 52 717 | 58 975 CHF | 49 863 CHF | 99,53% | 99,53% |
11/11/2024 | 1,49% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 71 065 | 52 674 | 53 680 CHF | 40 297 CHF | 99,68% | 99,68% |
08/11/2024 | 1,56% | 0,68 CHF | 0,69 CHF | 80 000 | 25 000 | 79 999 | 24 866 | 55 775 CHF | 17 615 CHF | 58,94% | 58,94% |
07/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 81 391 | 51 155 | 54 033 CHF | 34 148 CHF | 88,28% | 88,28% |