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 | 6,83% | 1,22 CHF | 1,27 CHF | 50 000 | 30 000 | 42 791 | 11 209 | 53 654 CHF | 14 711 CHF | 99,56% | 99,56% |
19/11/2024 | 6,59% | 1,30 CHF | 1,35 CHF | 40 000 | 30 000 | 40 005 | 11 207 | 52 276 CHF | 15 425 CHF | 99,58% | 99,58% |
18/11/2024 | 5,81% | 1,45 CHF | 1,50 CHF | 40 000 | 20 000 | 40 000 | 7 513 | 59 438 CHF | 11 663 CHF | 98,46% | 98,46% |
15/11/2024 | 5,61% | 1,61 CHF | 1,66 CHF | 40 000 | 20 000 | 40 000 | 7 473 | 61 932 CHF | 12 277 CHF | 99,59% | 99,59% |
14/11/2024 | 5,22% | 1,54 CHF | 1,59 CHF | 40 000 | 20 000 | 35 135 | 7 473 | 57 768 CHF | 12 526 CHF | 99,59% | 99,59% |
13/11/2024 | 5,94% | 1,57 CHF | 1,62 CHF | 40 000 | 20 000 | 40 000 | 7 550 | 58 446 CHF | 11 853 CHF | 97,43% | 97,43% |
12/11/2024 | 5,90% | 1,48 CHF | 1,53 CHF | 40 000 | 30 000 | 40 000 | 11 216 | 58 651 CHF | 17 335 CHF | 99,46% | 99,46% |
11/11/2024 | 4,25% | 1,39 CHF | 1,42 CHF | 40 000 | 30 000 | 46 197 | 11 274 | 57 264 CHF | 15 189 CHF | 98,37% | 98,37% |
08/11/2024 | 4,50% | 1,16 CHF | 1,19 CHF | 50 000 | 30 000 | 50 000 | 11 211 | 58 037 CHF | 13 499 CHF | 99,56% | 99,56% |
07/11/2024 | 4,41% | 1,12 CHF | 1,15 CHF | 50 000 | 30 000 | 50 000 | 13 840 | 56 027 CHF | 16 387 CHF | 57,40% | 57,40% |