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 | 0,83% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 18 686 | 18 686 | 38 659 CHF | 38 924 CHF | 99,63% | 99,63% |
19/11/2024 | 1,38% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 19 026 | 19 026 | 38 078 CHF | 38 436 CHF | 95,89% | 95,89% |
18/11/2024 | 0,85% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 18 714 | 18 714 | 39 554 CHF | 39 820 CHF | 99,33% | 99,33% |
15/11/2024 | 2,59% | 1,59 CHF | 1,62 CHF | 50 000 | 50 000 | 18 731 | 18 731 | 28 083 CHF | 28 723 CHF | 99,14% | 99,14% |
14/11/2024 | 2,05% | 1,62 CHF | 1,65 CHF | 50 000 | 50 000 | 18 703 | 18 703 | 32 856 CHF | 33 495 CHF | 99,47% | 99,47% |
13/11/2024 | 1,66% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 18 900 | 18 900 | 37 205 CHF | 37 638 CHF | 97,23% | 97,23% |
12/11/2024 | 1,16% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 18 854 | 18 854 | 42 733 CHF | 43 087 CHF | 97,77% | 97,77% |
11/11/2024 | 1,57% | 2,54 CHF | 2,56 CHF | 50 000 | 50 000 | 18 597 | 18 597 | 42 956 CHF | 43 485 CHF | 98,57% | 98,57% |
08/11/2024 | 1,28% | 1,69 CHF | 1,70 CHF | 50 000 | 50 000 | 18 690 | 18 690 | 28 093 CHF | 28 358 CHF | 99,41% | 99,41% |
07/11/2024 | 1,48% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 37 431 | 37 431 | 46 742 CHF | 47 272 CHF | 99,32% | 99,32% |