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 | 3,34% | 1,21 CHF | 1,22 CHF | 50 000 | 25 000 | 50 000 | 12 933 | 57 134 CHF | 15 284 CHF | 99,65% | 99,65% |
19/11/2024 | 3,23% | 1,20 CHF | 1,21 CHF | 50 000 | 25 000 | 50 000 | 12 933 | 58 644 CHF | 15 697 CHF | 99,63% | 99,63% |
18/11/2024 | 3,16% | 1,17 CHF | 1,18 CHF | 50 000 | 25 000 | 49 797 | 12 931 | 58 474 CHF | 15 682 CHF | 99,67% | 99,67% |
15/11/2024 | 3,29% | 1,19 CHF | 1,20 CHF | 50 000 | 20 000 | 50 000 | 11 868 | 57 616 CHF | 14 138 CHF | 99,58% | 99,58% |
14/11/2024 | 4,19% | 0,99 CHF | 1,00 CHF | 60 000 | 20 000 | 60 000 | 11 865 | 53 476 CHF | 11 099 CHF | 99,67% | 99,67% |
13/11/2024 | 4,18% | 0,80 CHF | 0,81 CHF | 70 000 | 20 000 | 61 400 | 11 960 | 55 170 CHF | 11 011 CHF | 97,54% | 97,54% |
12/11/2024 | 4,34% | 0,98 CHF | 1,00 CHF | 60 000 | 20 000 | 60 544 | 11 865 | 52 137 CHF | 10 757 CHF | 99,68% | 99,68% |
11/11/2024 | 4,88% | 0,87 CHF | 0,89 CHF | 60 000 | 20 000 | 68 498 | 11 882 | 52 910 CHF | 9 727 CHF | 98,76% | 98,76% |
08/11/2024 | 3,49% | 0,88 CHF | 0,89 CHF | 60 000 | 20 000 | 51 839 | 11 881 | 54 213 CHF | 12 642 CHF | 99,68% | 99,68% |
07/11/2024 | 3,89% | 1,09 CHF | 1,10 CHF | 50 000 | 20 000 | 57 830 | 11 881 | 56 898 CHF | 12 332 CHF | 99,65% | 99,65% |