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 | 1,49% | 1,28 CHF | 1,30 CHF | 20 000 | 20 000 | 19 953 | 19 953 | 26 732 CHF | 27 131 CHF | 96,91% | 96,91% |
19/11/2024 | 1,47% | 1,35 CHF | 1,37 CHF | 20 000 | 20 000 | 19 977 | 19 977 | 26 968 CHF | 27 367 CHF | 98,83% | 98,83% |
18/11/2024 | 1,52% | 1,33 CHF | 1,35 CHF | 20 000 | 20 000 | 19 994 | 19 994 | 26 142 CHF | 26 542 CHF | 99,60% | 99,60% |
15/11/2024 | 1,59% | 1,24 CHF | 1,26 CHF | 20 000 | 20 000 | 19 970 | 19 970 | 24 895 CHF | 25 294 CHF | 99,45% | 99,45% |
14/11/2024 | 1,57% | 1,31 CHF | 1,33 CHF | 20 000 | 20 000 | 19 971 | 19 971 | 25 316 CHF | 25 715 CHF | 97,73% | 97,73% |
13/11/2024 | 1,59% | 1,25 CHF | 1,27 CHF | 20 000 | 20 000 | 19 967 | 19 967 | 24 923 CHF | 25 322 CHF | 99,03% | 99,03% |
12/11/2024 | 1,44% | 1,36 CHF | 1,38 CHF | 20 000 | 20 000 | 19 979 | 19 979 | 27 503 CHF | 27 902 CHF | 99,35% | 99,35% |
11/11/2024 | 1,32% | 1,49 CHF | 1,51 CHF | 20 000 | 20 000 | 19 975 | 19 975 | 30 034 CHF | 30 434 CHF | 99,48% | 99,48% |
08/11/2024 | 1,32% | 1,51 CHF | 1,53 CHF | 20 000 | 20 000 | 19 964 | 19 964 | 30 211 CHF | 30 610 CHF | 97,64% | 97,64% |
07/11/2024 | 1,28% | 1,51 CHF | 1,53 CHF | 20 000 | 20 000 | 19 970 | 19 970 | 31 027 CHF | 31 426 CHF | 99,56% | 99,56% |