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 | 1,35% | 2,25 CHF | 2,28 CHF | 10 000 | 10 000 | 9 823 | 9 823 | 22 166 CHF | 22 462 CHF | 99,41% | 99,41% |
19/11/2024 | 1,42% | 2,10 CHF | 2,13 CHF | 10 000 | 10 000 | 9 999 | 9 999 | 20 948 CHF | 21 248 CHF | 98,86% | 98,86% |
18/11/2024 | 1,31% | 2,30 CHF | 2,33 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 22 831 CHF | 23 131 CHF | 99,84% | 99,84% |
15/11/2024 | 1,25% | 2,33 CHF | 2,36 CHF | 10 000 | 10 000 | 9 978 | 9 978 | 23 810 CHF | 24 110 CHF | 99,84% | 99,84% |
14/11/2024 | 1,28% | 2,48 CHF | 2,51 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 23 376 CHF | 23 676 CHF | 98,68% | 98,68% |
13/11/2024 | 1,40% | 2,22 CHF | 2,25 CHF | 10 000 | 10 000 | 9 999 | 9 999 | 21 239 CHF | 21 539 CHF | 99,69% | 99,69% |
12/11/2024 | 1,19% | 2,37 CHF | 2,40 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 24 978 CHF | 25 278 CHF | 99,77% | 99,77% |
11/11/2024 | 1,16% | 2,60 CHF | 2,63 CHF | 10 000 | 10 000 | 9 962 | 9 962 | 25 656 CHF | 25 955 CHF | 100,00% | 100,00% |
08/11/2024 | 1,24% | 2,40 CHF | 2,43 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 24 116 CHF | 24 416 CHF | 98,31% | 98,31% |
07/11/2024 | 1,20% | 2,49 CHF | 2,52 CHF | 10 000 | 10 000 | 9 959 | 9 959 | 24 790 CHF | 25 089 CHF | 99,67% | 99,67% |