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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,19% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 42 131 | 29 798 | 64 474 CHF | 46 171 CHF | 99,67% | 99,67% |
22/11/2024 | 1,20% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 42 142 | 29 822 | 64 637 CHF | 46 170 CHF | 99,14% | 99,14% |
20/11/2024 | 1,10% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 40 035 | 30 091 | 64 988 CHF | 49 106 CHF | 93,95% | 93,95% |
19/11/2024 | 1,05% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 34 262 | 29 798 | 60 210 CHF | 52 915 CHF | 99,67% | 99,67% |
18/11/2024 | 1,08% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 43 103 | 32 119 | 71 573 CHF | 54 632 CHF | 67,17% | 67,17% |
15/11/2024 | 1,42% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 46 132 | 29 796 | 59 674 CHF | 39 801 CHF | 99,67% | 99,67% |
14/11/2024 | 1,90% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 58 111 | 27 875 | 56 921 CHF | 28 399 CHF | 91,57% | 91,57% |
13/11/2024 | 1,91% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 117 | 29 229 | 54 691 CHF | 26 924 CHF | 97,11% | 97,11% |
12/11/2024 | 2,13% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 64 687 | 29 254 | 55 572 CHF | 26 074 CHF | 87,57% | 87,57% |
11/11/2024 | 2,25% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 66 993 | 28 845 | 53 804 CHF | 23 493 CHF | 97,49% | 97,49% |