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 | 1,22% | 0,84 CHF | 0,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 835 CHF | 41 335 CHF | 99,56% | 99,56% |
19/11/2024 | 1,22% | 0,81 CHF | 0,82 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 48 838 CHF | 49 438 CHF | 99,51% | 99,51% |
18/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 44 527 CHF | 45 127 CHF | 99,49% | 99,49% |
15/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 43 219 CHF | 43 819 CHF | 98,91% | 98,91% |
14/11/2024 | 1,23% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 404 CHF | 40 904 CHF | 99,49% | 99,49% |
13/11/2024 | 1,19% | 0,89 CHF | 0,90 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 50 068 CHF | 50 668 CHF | 99,48% | 99,48% |
12/11/2024 | 1,36% | 0,77 CHF | 0,78 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 43 757 CHF | 44 357 CHF | 99,53% | 99,53% |
11/11/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 43 473 CHF | 44 073 CHF | 99,51% | 99,51% |
08/11/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 52 050 CHF | 52 750 CHF | 99,45% | 99,49% |
07/11/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 37 173 CHF | 37 773 CHF | 99,48% | 99,53% |