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 | 0,76% | 1,30 CHF | 1,31 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 78 804 CHF | 79 404 CHF | 99,38% | 99,38% |
19/11/2024 | 0,76% | 1,28 CHF | 1,29 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 706 CHF | 19 856 CHF | 99,31% | 99,31% |
18/11/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 20 490 CHF | 20 640 CHF | 99,30% | 99,30% |
15/11/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 21 279 CHF | 21 429 CHF | 99,38% | 99,38% |
14/11/2024 | 0,63% | 1,49 CHF | 1,50 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 23 703 CHF | 23 853 CHF | 99,35% | 99,35% |
13/11/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 24 869 CHF | 25 019 CHF | 99,37% | 99,37% |
12/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 25 839 CHF | 25 989 CHF | 99,09% | 99,09% |
11/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 36 194 CHF | 36 394 CHF | 99,30% | 99,30% |
08/11/2024 | 0,59% | 1,79 CHF | 1,80 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 33 759 CHF | 33 959 CHF | 99,38% | 99,38% |
07/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 20 000 | 20 000 | 20 000 | 19 994 | 28 523 CHF | 28 715 CHF | 99,30% | 99,30% |