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 | 1,15% | 1,69 CHF | 1,71 CHF | 30 000 | 30 000 | 29 524 | 29 524 | 51 856 CHF | 52 447 CHF | 99,15% | 99,15% |
19/11/2024 | 1,28% | 1,60 CHF | 1,62 CHF | 30 000 | 30 000 | 29 150 | 29 150 | 46 712 CHF | 47 297 CHF | 99,71% | 99,71% |
18/11/2024 | 1,22% | 1,65 CHF | 1,67 CHF | 30 000 | 30 000 | 29 924 | 29 924 | 49 075 CHF | 49 674 CHF | 99,88% | 99,88% |
15/11/2024 | 1,40% | 1,56 CHF | 1,58 CHF | 30 000 | 30 000 | 29 230 | 29 230 | 42 621 CHF | 43 207 CHF | 99,47% | 99,47% |
14/11/2024 | 1,40% | 1,66 CHF | 1,68 CHF | 30 000 | 30 000 | 29 003 | 29 003 | 42 859 CHF | 43 441 CHF | 97,59% | 97,59% |
13/11/2024 | 1,22% | 1,68 CHF | 1,70 CHF | 30 000 | 30 000 | 29 160 | 29 160 | 48 990 CHF | 49 575 CHF | 99,86% | 99,86% |
12/11/2024 | 1,28% | 1,49 CHF | 1,51 CHF | 30 000 | 30 000 | 29 319 | 29 319 | 46 808 CHF | 47 396 CHF | 99,87% | 99,87% |
11/11/2024 | 1,16% | 1,78 CHF | 1,80 CHF | 30 000 | 30 000 | 28 806 | 28 806 | 51 600 CHF | 52 179 CHF | 96,57% | 96,57% |
08/11/2024 | 1,20% | 1,75 CHF | 1,77 CHF | 30 000 | 30 000 | 28 700 | 28 700 | 50 121 CHF | 50 706 CHF | 95,59% | 95,59% |
07/11/2024 | 1,13% | 1,83 CHF | 1,85 CHF | 30 000 | 30 000 | 28 065 | 28 065 | 52 732 CHF | 53 298 CHF | 93,31% | 93,31% |