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 | 1,21% | 2,13 CHF | 2,15 CHF | 40 000 | 40 000 | 21 952 | 21 952 | 46 441 CHF | 46 965 CHF | 99,90% | 99,90% |
19/11/2024 | 1,26% | 2,04 CHF | 2,06 CHF | 40 000 | 40 000 | 21 878 | 21 878 | 44 276 CHF | 44 799 CHF | 99,86% | 99,86% |
18/11/2024 | 1,26% | 1,99 CHF | 2,01 CHF | 40 000 | 40 000 | 21 851 | 21 851 | 44 059 CHF | 44 580 CHF | 99,90% | 99,90% |
15/11/2024 | 1,24% | 2,05 CHF | 2,07 CHF | 40 000 | 40 000 | 21 912 | 21 912 | 45 138 CHF | 45 661 CHF | 99,74% | 99,74% |
14/11/2024 | 1,19% | 2,10 CHF | 2,12 CHF | 40 000 | 40 000 | 21 952 | 21 952 | 47 034 CHF | 47 558 CHF | 100,00% | 100,00% |
13/11/2024 | 1,17% | 2,15 CHF | 2,17 CHF | 40 000 | 40 000 | 22 019 | 22 019 | 47 991 CHF | 48 515 CHF | 99,01% | 99,01% |
12/11/2024 | 1,14% | 2,17 CHF | 2,19 CHF | 40 000 | 40 000 | 21 949 | 21 949 | 48 880 CHF | 49 404 CHF | 99,89% | 99,89% |
11/11/2024 | 1,14% | 2,21 CHF | 2,23 CHF | 40 000 | 40 000 | 21 949 | 21 949 | 49 009 CHF | 49 533 CHF | 99,90% | 99,90% |
08/11/2024 | 1,15% | 2,18 CHF | 2,20 CHF | 40 000 | 40 000 | 22 019 | 22 019 | 48 781 CHF | 49 305 CHF | 98,91% | 98,91% |
07/11/2024 | 1,81% | 2,24 CHF | 2,26 CHF | 40 000 | 40 000 | 15 285 | 15 285 | 34 509 CHF | 34 990 CHF | 99,90% | 99,90% |