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 | 1,01% | 2,29 CHF | 2,31 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 69 659 CHF | 23 455 CHF | 99,27% | 99,27% |
19/11/2024 | 1,04% | 2,28 CHF | 2,30 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 67 117 CHF | 22 605 CHF | 99,99% | 99,99% |
18/11/2024 | 1,19% | 2,25 CHF | 2,27 CHF | 30 000 | 10 000 | 30 000 | 9 445 | 66 494 CHF | 21 178 CHF | 99,43% | 99,43% |
15/11/2024 | 1,10% | 2,19 CHF | 2,21 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 64 902 CHF | 21 872 CHF | 94,40% | 94,40% |
14/11/2024 | 0,95% | 2,34 CHF | 2,36 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 72 577 CHF | 24 423 CHF | 93,84% | 93,84% |
13/11/2024 | 1,01% | 2,44 CHF | 2,46 CHF | 30 000 | 10 000 | 30 000 | 9 977 | 71 909 CHF | 24 157 CHF | 78,56% | 78,56% |
12/11/2024 | 0,95% | 2,41 CHF | 2,43 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 72 564 CHF | 24 419 CHF | 96,19% | 96,19% |
11/11/2024 | 1,01% | 2,41 CHF | 2,43 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 71 497 CHF | 24 073 CHF | 64,46% | 64,46% |
08/11/2024 | 1,00% | 2,24 CHF | 2,26 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 66 924 CHF | 22 533 CHF | 90,93% | 90,93% |
07/11/2024 | 1,08% | 2,19 CHF | 2,21 CHF | 30 000 | 10 000 | 30 000 | 9 975 | 66 025 CHF | 22 194 CHF | 32,18% | 32,18% |