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 | 1,22% | 1,62 CHF | 1,64 CHF | 20 000 | 20 000 | 19 998 | 19 998 | 32 460 CHF | 32 860 CHF | 99,41% | 99,41% |
19/11/2024 | 1,29% | 1,54 CHF | 1,56 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 30 835 CHF | 31 235 CHF | 99,66% | 99,66% |
18/11/2024 | 1,21% | 1,64 CHF | 1,66 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 32 751 CHF | 33 151 CHF | 99,85% | 99,85% |
15/11/2024 | 1,18% | 1,66 CHF | 1,68 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 33 812 CHF | 34 212 CHF | 100,00% | 100,00% |
14/11/2024 | 1,19% | 1,74 CHF | 1,76 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 33 317 CHF | 33 717 CHF | 98,64% | 98,64% |
13/11/2024 | 1,28% | 1,61 CHF | 1,63 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 31 151 CHF | 31 551 CHF | 99,95% | 99,95% |
12/11/2024 | 1,14% | 1,68 CHF | 1,70 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 34 915 CHF | 35 315 CHF | 99,81% | 99,81% |
11/11/2024 | 1,12% | 1,79 CHF | 1,81 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 35 675 CHF | 36 075 CHF | 100,00% | 100,00% |
08/11/2024 | 1,17% | 1,69 CHF | 1,71 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 34 043 CHF | 34 443 CHF | 98,31% | 98,31% |
07/11/2024 | 1,14% | 1,74 CHF | 1,76 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 34 816 CHF | 35 216 CHF | 99,84% | 99,84% |