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 | 21 951 | 21 951 | 46 445 CHF | 46 969 CHF | 99,90% | 99,90% |
19/11/2024 | 1,26% | 2,04 CHF | 2,06 CHF | 40 000 | 40 000 | 21 878 | 21 878 | 44 261 CHF | 44 784 CHF | 99,88% | 99,88% |
18/11/2024 | 1,26% | 2,00 CHF | 2,02 CHF | 40 000 | 40 000 | 21 851 | 21 851 | 44 095 CHF | 44 616 CHF | 99,90% | 99,90% |
15/11/2024 | 1,24% | 2,05 CHF | 2,07 CHF | 40 000 | 40 000 | 21 913 | 21 913 | 45 156 CHF | 45 679 CHF | 99,73% | 99,73% |
14/11/2024 | 1,19% | 2,10 CHF | 2,12 CHF | 40 000 | 40 000 | 21 952 | 21 952 | 47 035 CHF | 47 559 CHF | 100,00% | 100,00% |
13/11/2024 | 1,17% | 2,15 CHF | 2,17 CHF | 40 000 | 40 000 | 22 019 | 22 019 | 47 982 CHF | 48 507 CHF | 99,01% | 99,01% |
12/11/2024 | 1,14% | 2,17 CHF | 2,19 CHF | 40 000 | 40 000 | 21 948 | 21 948 | 48 843 CHF | 49 366 CHF | 99,90% | 99,90% |
11/11/2024 | 1,14% | 2,21 CHF | 2,23 CHF | 40 000 | 40 000 | 21 949 | 21 949 | 48 972 CHF | 49 496 CHF | 99,90% | 99,90% |
08/11/2024 | 1,15% | 2,17 CHF | 2,19 CHF | 40 000 | 40 000 | 22 018 | 22 018 | 48 699 CHF | 49 224 CHF | 98,93% | 98,93% |
07/11/2024 | 1,81% | 2,24 CHF | 2,26 CHF | 40 000 | 40 000 | 15 284 | 15 284 | 34 481 CHF | 34 962 CHF | 99,90% | 99,90% |