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 | 0,85% | 1,32 CHF | 1,33 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 220 CHF | 36 530 CHF | 99,56% | 99,56% |
19/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 644 CHF | 34 946 CHF | 99,57% | 99,57% |
18/11/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 666 CHF | 34 966 CHF | 99,57% | 99,57% |
15/11/2024 | 0,93% | 1,12 CHF | 1,13 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 32 232 CHF | 32 532 CHF | 98,92% | 98,92% |
14/11/2024 | 0,90% | 1,02 CHF | 1,03 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 846 CHF | 34 148 CHF | 98,65% | 98,65% |
13/11/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 78 711 CHF | 79 411 CHF | 99,05% | 99,05% |
12/11/2024 | 1,02% | 1,08 CHF | 1,09 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 68 078 CHF | 68 778 CHF | 97,02% | 97,02% |
11/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 33 532 CHF | 34 132 CHF | 99,52% | 99,52% |
08/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 43 513 CHF | 44 213 CHF | 99,53% | 99,53% |
07/11/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 33 624 CHF | 34 224 CHF | 99,58% | 99,58% |