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 | 1,15% | 0,88 CHF | 0,89 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 51 765 CHF | 52 365 CHF | 99,56% | 99,56% |
19/11/2024 | 1,22% | 0,83 CHF | 0,84 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 48 795 CHF | 49 395 CHF | 99,51% | 99,51% |
18/11/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 46 830 CHF | 47 430 CHF | 99,45% | 99,51% |
15/11/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 46 734 CHF | 47 334 CHF | 98,91% | 98,91% |
14/11/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 47 224 CHF | 47 824 CHF | 99,52% | 99,52% |
13/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 33 081 CHF | 33 531 CHF | 99,51% | 99,51% |
12/11/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 670 CHF | 50 170 CHF | 99,52% | 99,52% |
11/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 43 070 CHF | 43 520 CHF | 99,48% | 99,48% |
08/11/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 46 501 CHF | 46 951 CHF | 99,50% | 99,50% |
07/11/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 36 479 CHF | 36 829 CHF | 99,04% | 99,04% |