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 | 1,20% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 433 CHF | 41 933 CHF | 99,55% | 99,55% |
19/11/2024 | 1,24% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 193 CHF | 40 693 CHF | 99,51% | 99,51% |
18/11/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 408 CHF | 41 908 CHF | 99,56% | 99,56% |
15/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 524 CHF | 40 024 CHF | 98,91% | 98,91% |
14/11/2024 | 1,39% | 0,77 CHF | 0,78 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 809 CHF | 43 409 CHF | 99,54% | 99,54% |
13/11/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 093 CHF | 34 593 CHF | 99,50% | 99,50% |
12/11/2024 | 1,23% | 0,74 CHF | 0,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 332 CHF | 40 832 CHF | 99,49% | 99,49% |
11/11/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 153 CHF | 39 653 CHF | 99,55% | 99,55% |
08/11/2024 | 1,32% | 0,74 CHF | 0,75 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 33 858 CHF | 34 308 CHF | 98,98% | 99,02% |
07/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 375 CHF | 47 875 CHF | 99,47% | 99,47% |