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 | 1,82% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 42 260 | 30 089 | 60 390 CHF | 44 043 CHF | 93,97% | 93,97% |
19/11/2024 | 1,99% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 42 400 | 29 797 | 54 694 CHF | 39 092 CHF | 99,69% | 99,69% |
18/11/2024 | 1,66% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 43 160 | 32 114 | 60 507 CHF | 44 936 CHF | 67,20% | 67,20% |
15/11/2024 | 1,42% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 34 260 | 29 795 | 60 421 CHF | 52 979 CHF | 99,69% | 99,69% |
14/11/2024 | 1,23% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 33 683 | 27 872 | 70 289 CHF | 58 630 CHF | 91,61% | 91,61% |
13/11/2024 | 1,18% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 34 359 | 29 170 | 74 094 CHF | 63 630 CHF | 97,42% | 97,42% |
12/11/2024 | 1,15% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 34 849 | 29 251 | 76 371 CHF | 64 591 CHF | 87,59% | 87,59% |
11/11/2024 | 1,16% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 34 352 | 28 839 | 77 415 CHF | 65 737 CHF | 97,59% | 97,59% |
08/11/2024 | 1,27% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 34 331 | 29 884 | 69 273 CHF | 61 200 CHF | 98,66% | 98,66% |
07/11/2024 | 1,37% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 34 376 | 29 933 | 61 629 CHF | 54 433 CHF | 97,64% | 97,64% |