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 | 2,29% | 1,29 CHF | 1,32 CHF | 10 000 | 10 000 | 9 970 | 9 970 | 12 941 CHF | 13 240 CHF | 99,43% | 99,43% |
19/11/2024 | 2,58% | 1,15 CHF | 1,18 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 513 CHF | 11 813 CHF | 99,74% | 99,74% |
18/11/2024 | 2,24% | 1,34 CHF | 1,37 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 13 234 CHF | 13 534 CHF | 99,87% | 99,87% |
15/11/2024 | 2,09% | 1,37 CHF | 1,40 CHF | 10 000 | 10 000 | 9 995 | 9 995 | 14 216 CHF | 14 515 CHF | 100,00% | 100,00% |
14/11/2024 | 2,16% | 1,51 CHF | 1,54 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 13 765 CHF | 14 065 CHF | 98,54% | 98,54% |
13/11/2024 | 2,51% | 1,27 CHF | 1,30 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 821 CHF | 12 121 CHF | 99,95% | 99,95% |
12/11/2024 | 1,94% | 1,42 CHF | 1,45 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 15 325 CHF | 15 625 CHF | 99,88% | 99,88% |
11/11/2024 | 1,85% | 1,63 CHF | 1,66 CHF | 10 000 | 10 000 | 9 977 | 9 977 | 16 052 CHF | 16 351 CHF | 100,00% | 100,00% |
08/11/2024 | 2,05% | 1,44 CHF | 1,47 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 14 523 CHF | 14 823 CHF | 98,31% | 98,31% |
07/11/2024 | 1,95% | 1,53 CHF | 1,56 CHF | 10 000 | 10 000 | 9 968 | 9 968 | 15 237 CHF | 15 536 CHF | 99,89% | 99,89% |