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 | 1,23% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 281 CHF | 40 781 CHF | 99,53% | 99,53% |
19/11/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 694 CHF | 40 194 CHF | 99,50% | 99,55% |
18/11/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 940 CHF | 41 440 CHF | 99,50% | 99,50% |
15/11/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 318 CHF | 39 818 CHF | 98,85% | 98,85% |
14/11/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 297 CHF | 39 797 CHF | 99,50% | 99,50% |
13/11/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 857 CHF | 38 357 CHF | 99,51% | 99,51% |
12/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 44 148 CHF | 44 748 CHF | 99,54% | 99,58% |
11/11/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 144 CHF | 42 744 CHF | 99,49% | 99,49% |
08/11/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 43 648 CHF | 44 248 CHF | 99,50% | 99,50% |
07/11/2024 | 1,41% | 0,72 CHF | 0,73 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 42 321 CHF | 42 921 CHF | 99,56% | 99,56% |