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 | 0,58% | 1,65 CHF | 1,66 CHF | 40 000 | 20 000 | 30 488 | 20 000 | 52 073 CHF | 34 376 CHF | 99,99% | 99,99% |
19/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 30 000 | 10 000 | 30 015 | 10 000 | 52 300 CHF | 17 525 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 1,82 CHF | 1,83 CHF | 30 000 | 20 000 | 30 613 | 20 000 | 52 718 CHF | 34 668 CHF | 99,77% | 99,77% |
15/11/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 30 000 | 20 000 | 31 154 | 20 000 | 52 995 CHF | 34 263 CHF | 99,99% | 99,99% |
14/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 40 000 | 20 000 | 39 969 | 20 000 | 64 113 CHF | 32 283 CHF | 95,92% | 95,92% |
13/11/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 56 394 CHF | 28 397 CHF | 97,42% | 97,42% |
12/11/2024 | 0,64% | 1,39 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 083 CHF | 31 241 CHF | 98,70% | 98,70% |
11/11/2024 | 0,58% | 1,64 CHF | 1,65 CHF | 40 000 | 20 000 | 30 322 | 20 000 | 52 007 CHF | 34 517 CHF | 95,92% | 95,92% |
08/11/2024 | 0,56% | 1,69 CHF | 1,70 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 53 591 CHF | 17 964 CHF | 84,64% | 84,64% |
07/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 57 909 CHF | 38 806 CHF | 99,99% | 99,99% |