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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 47 134 CHF | 47 434 CHF | 100,00% | 100,00% |
20/11/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 30 000 | 30 000 | 30 000 | 29 989 | 39 633 CHF | 39 918 CHF | 99,98% | 99,98% |
19/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 948 CHF | 35 248 CHF | 99,85% | 99,85% |
18/11/2024 | 0,74% | 1,29 CHF | 1,30 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 40 211 CHF | 40 511 CHF | 99,95% | 99,95% |
15/11/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 40 915 CHF | 41 215 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 40 697 CHF | 40 997 CHF | 99,66% | 99,66% |
13/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 39 697 CHF | 39 997 CHF | 99,96% | 99,96% |
12/11/2024 | 0,71% | 1,36 CHF | 1,37 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 42 149 CHF | 42 449 CHF | 99,83% | 99,83% |
11/11/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 45 637 CHF | 45 937 CHF | 99,82% | 99,82% |
08/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 44 911 CHF | 45 211 CHF | 99,88% | 99,88% |