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 | 1,45% | 1,64 CHF | 1,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 122 CHF | 41 723 CHF | 100,00% | 100,00% |
19/11/2024 | 1,44% | 1,58 CHF | 1,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 158 CHF | 38 712 CHF | 84,94% | 84,94% |
18/11/2024 | 1,51% | 1,53 CHF | 1,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 319 CHF | 38 901 CHF | 99,54% | 99,54% |
15/11/2024 | 2,01% | 1,55 CHF | 1,59 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 40 212 CHF | 41 018 CHF | 77,20% | 77,20% |
14/11/2024 | 1,52% | 2,64 CHF | 2,68 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 52 265 CHF | 53 065 CHF | 99,44% | 99,44% |
13/11/2024 | 1,61% | 2,62 CHF | 2,66 CHF | 20 000 | 20 000 | 19 822 | 19 822 | 49 944 CHF | 50 748 CHF | 98,88% | 98,88% |
12/11/2024 | 1,42% | 2,70 CHF | 2,74 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 52 962 CHF | 53 721 CHF | 88,40% | 88,40% |
11/11/2024 | 1,42% | 2,56 CHF | 2,59 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 51 828 CHF | 52 570 CHF | 98,45% | 98,45% |
08/11/2024 | 1,52% | 2,46 CHF | 2,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 60 118 CHF | 61 036 CHF | 100,00% | 100,00% |
07/11/2024 | 1,34% | 2,43 CHF | 2,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 60 844 CHF | 61 667 CHF | 39,69% | 39,69% |