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 | 7,34% | 1,25 CHF | 1,30 CHF | 40 000 | 30 000 | 48 977 | 11 211 | 57 549 CHF | 14 336 CHF | 99,59% | 99,59% |
19/11/2024 | 4,54% | 1,18 CHF | 1,21 CHF | 50 000 | 30 000 | 50 000 | 11 211 | 57 699 CHF | 13 553 CHF | 99,62% | 99,62% |
18/11/2024 | 5,01% | 1,08 CHF | 1,11 CHF | 50 000 | 30 000 | 50 000 | 11 271 | 52 081 CHF | 12 357 CHF | 98,49% | 98,49% |
15/11/2024 | 5,13% | 1,00 CHF | 1,03 CHF | 50 000 | 30 000 | 50 319 | 11 211 | 50 998 CHF | 11 802 CHF | 99,62% | 99,62% |
14/11/2024 | 5,52% | 1,04 CHF | 1,07 CHF | 50 000 | 30 000 | 57 862 | 11 211 | 54 887 CHF | 11 570 CHF | 99,62% | 99,62% |
13/11/2024 | 4,87% | 1,01 CHF | 1,04 CHF | 50 000 | 30 000 | 50 000 | 11 354 | 53 200 CHF | 12 401 CHF | 96,97% | 96,97% |
12/11/2024 | 8,21% | 1,07 CHF | 1,12 CHF | 50 000 | 30 000 | 50 000 | 11 217 | 52 121 CHF | 12 600 CHF | 99,49% | 99,49% |
11/11/2024 | 6,58% | 1,15 CHF | 1,20 CHF | 50 000 | 30 000 | 43 289 | 11 276 | 55 681 CHF | 14 744 CHF | 98,40% | 98,40% |
08/11/2024 | 6,27% | 1,42 CHF | 1,47 CHF | 40 000 | 30 000 | 40 000 | 11 213 | 55 224 CHF | 16 471 CHF | 99,59% | 99,59% |
07/11/2024 | 5,58% | 1,47 CHF | 1,52 CHF | 40 000 | 30 000 | 40 000 | 13 840 | 57 933 CHF | 20 656 CHF | 57,43% | 57,43% |