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 | 1,32% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 34 344 | 30 429 | 65 490 CHF | 58 631 CHF | 99,64% | 99,64% |
19/11/2024 | 1,36% | 1,87 CHF | 1,88 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 64 406 CHF | 57 754 CHF | 99,65% | 99,65% |
18/11/2024 | 1,40% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 34 353 | 30 442 | 63 460 CHF | 57 089 CHF | 99,45% | 99,45% |
15/11/2024 | 1,38% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 62 969 CHF | 56 412 CHF | 99,64% | 99,64% |
14/11/2024 | 1,28% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 34 339 | 30 424 | 68 059 CHF | 60 970 CHF | 99,61% | 99,61% |
13/11/2024 | 1,22% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 34 470 | 30 587 | 71 853 CHF | 64 447 CHF | 96,84% | 96,84% |
12/11/2024 | 1,15% | 2,14 CHF | 2,15 CHF | 50 000 | 50 000 | 34 361 | 30 452 | 75 851 CHF | 67 883 CHF | 99,24% | 99,24% |
11/11/2024 | 1,12% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 77 911 CHF | 69 693 CHF | 99,64% | 99,64% |
08/11/2024 | 1,09% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 34 344 | 30 430 | 80 786 CHF | 72 284 CHF | 99,64% | 99,64% |
07/11/2024 | 1,15% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 34 343 | 30 429 | 76 931 CHF | 68 972 CHF | 99,64% | 99,64% |