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 | 1,19% | 2,37 CHF | 2,40 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 100 365 CHF | 101 565 CHF | 99,92% | 99,92% |
19/11/2024 | 1,25% | 2,47 CHF | 2,50 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 95 159 CHF | 96 359 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 2,61 CHF | 2,64 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 101 081 CHF | 102 281 CHF | 98,96% | 98,96% |
15/11/2024 | 1,14% | 2,40 CHF | 2,43 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 104 427 CHF | 105 627 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 2,91 CHF | 2,94 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 113 519 CHF | 114 719 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 2,78 CHF | 2,81 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 112 060 CHF | 113 260 CHF | 99,88% | 99,88% |
12/11/2024 | 0,95% | 3,00 CHF | 3,03 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 125 580 CHF | 126 780 CHF | 100,00% | 100,00% |
11/11/2024 | 0,91% | 3,32 CHF | 3,35 CHF | 40 000 | 40 000 | 39 980 | 39 980 | 131 502 CHF | 132 702 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 3,03 CHF | 3,06 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 120 500 CHF | 121 700 CHF | 100,00% | 100,00% |
07/11/2024 | 0,95% | 3,18 CHF | 3,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 125 397 CHF | 126 597 CHF | 99,68% | 99,68% |