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 | 0,57% | 1,74 CHF | 1,75 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 70 191 CHF | 70 591 CHF | 99,73% | 99,73% |
19/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 72 245 CHF | 72 645 CHF | 99,85% | 99,85% |
18/11/2024 | 0,57% | 1,86 CHF | 1,87 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 70 105 CHF | 70 505 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,69 CHF | 1,70 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 69 853 CHF | 70 253 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 72 113 CHF | 72 513 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,95 CHF | 1,96 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 68 127 CHF | 68 527 CHF | 99,95% | 99,95% |
12/11/2024 | 0,45% | 1,93 CHF | 1,94 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 89 396 CHF | 89 796 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 95 413 CHF | 95 813 CHF | 99,66% | 99,66% |
08/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 90 759 CHF | 91 159 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 92 202 CHF | 92 602 CHF | 99,70% | 99,70% |