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 | 0,60% | 1,64 CHF | 1,65 CHF | 30 000 | 30 000 | 29 780 | 29 780 | 49 903 CHF | 50 201 CHF | 99,24% | 99,24% |
19/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 30 000 | 30 000 | 29 574 | 29 574 | 47 882 CHF | 48 179 CHF | 99,62% | 99,62% |
18/11/2024 | 0,69% | 1,53 CHF | 1,54 CHF | 30 000 | 30 000 | 29 988 | 29 988 | 43 106 CHF | 43 406 CHF | 99,88% | 99,88% |
15/11/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 30 000 | 30 000 | 29 924 | 29 924 | 36 674 CHF | 36 973 CHF | 99,84% | 99,84% |
14/11/2024 | 0,93% | 1,20 CHF | 1,21 CHF | 30 000 | 30 000 | 29 928 | 29 928 | 32 267 CHF | 32 567 CHF | 98,25% | 98,25% |
13/11/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 30 000 | 30 000 | 29 931 | 29 931 | 34 885 CHF | 35 185 CHF | 99,94% | 99,94% |
12/11/2024 | 0,82% | 1,11 CHF | 1,12 CHF | 30 000 | 30 000 | 29 925 | 29 925 | 36 368 CHF | 36 668 CHF | 99,76% | 99,76% |
11/11/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 30 000 | 30 000 | 29 802 | 29 802 | 41 575 CHF | 41 874 CHF | 99,62% | 99,62% |
08/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 30 000 | 30 000 | 29 986 | 29 986 | 29 099 CHF | 29 399 CHF | 98,01% | 98,01% |
07/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 49 998 | 49 998 | 54 015 CHF | 54 515 CHF | 99,82% | 99,82% |