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 | 2,19% | 1,14 CHF | 1,17 CHF | 50 000 | 25 000 | 49 987 | 25 000 | 56 203 CHF | 28 733 CHF | 99,12% | 99,12% |
19/11/2024 | 2,23% | 1,10 CHF | 1,12 CHF | 50 000 | 25 000 | 42 418 | 23 512 | 50 083 CHF | 28 650 CHF | 92,97% | 92,97% |
18/11/2024 | 2,19% | 1,37 CHF | 1,40 CHF | 40 000 | 25 000 | 40 000 | 23 895 | 53 950 CHF | 32 939 CHF | 99,79% | 99,79% |
15/11/2024 | 1,87% | 1,35 CHF | 1,38 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 54 724 CHF | 34 847 CHF | 98,33% | 98,33% |
14/11/2024 | 1,78% | 1,44 CHF | 1,47 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 56 793 CHF | 36 133 CHF | 99,44% | 99,44% |
13/11/2024 | 1,86% | 1,41 CHF | 1,43 CHF | 40 000 | 25 000 | 40 000 | 24 964 | 54 836 CHF | 34 866 CHF | 97,95% | 97,95% |
12/11/2024 | 1,76% | 1,48 CHF | 1,51 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 60 986 CHF | 38 792 CHF | 100,00% | 100,00% |
11/11/2024 | 1,57% | 1,57 CHF | 1,60 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 64 654 CHF | 41 049 CHF | 96,82% | 96,82% |
08/11/2024 | 1,69% | 1,54 CHF | 1,57 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 039 CHF | 38 801 CHF | 99,79% | 99,79% |
07/11/2024 | 1,69% | 1,51 CHF | 1,53 CHF | 40 000 | 25 000 | 40 000 | 24 741 | 62 240 CHF | 39 159 CHF | 99,06% | 99,06% |