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 | 2,26% | 0,97 CHF | 0,99 CHF | 60 000 | 25 000 | 59 582 | 25 000 | 56 469 CHF | 24 252 CHF | 99,12% | 99,12% |
19/11/2024 | 2,18% | 0,92 CHF | 0,94 CHF | 60 000 | 25 000 | 51 512 | 24 095 | 51 683 CHF | 24 979 CHF | 88,51% | 88,51% |
18/11/2024 | 2,47% | 1,20 CHF | 1,22 CHF | 50 000 | 25 000 | 50 000 | 23 895 | 58 570 CHF | 28 688 CHF | 99,79% | 99,79% |
15/11/2024 | 2,14% | 1,18 CHF | 1,20 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 59 442 CHF | 30 365 CHF | 99,27% | 99,27% |
14/11/2024 | 2,03% | 1,26 CHF | 1,28 CHF | 40 000 | 25 000 | 46 401 | 25 000 | 57 482 CHF | 31 628 CHF | 99,44% | 99,44% |
13/11/2024 | 2,16% | 1,23 CHF | 1,26 CHF | 50 000 | 25 000 | 49 480 | 24 964 | 58 992 CHF | 30 430 CHF | 97,95% | 97,95% |
12/11/2024 | 1,93% | 1,30 CHF | 1,33 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 53 703 CHF | 34 218 CHF | 100,00% | 100,00% |
11/11/2024 | 1,85% | 1,39 CHF | 1,41 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 265 CHF | 36 458 CHF | 96,82% | 96,82% |
08/11/2024 | 1,94% | 1,36 CHF | 1,39 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 53 765 CHF | 34 261 CHF | 99,79% | 99,79% |
07/11/2024 | 1,95% | 1,32 CHF | 1,35 CHF | 40 000 | 25 000 | 40 000 | 24 741 | 54 942 CHF | 34 656 CHF | 99,06% | 99,06% |