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 | 1,69% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 42 260 | 30 089 | 63 844 CHF | 46 492 CHF | 93,97% | 93,97% |
19/11/2024 | 1,77% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 42 131 | 29 797 | 57 840 CHF | 41 511 CHF | 99,69% | 99,69% |
18/11/2024 | 1,54% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 43 160 | 32 114 | 64 072 CHF | 47 571 CHF | 67,21% | 67,21% |
15/11/2024 | 1,36% | 1,66 CHF | 1,67 CHF | 50 000 | 50 000 | 34 260 | 29 795 | 63 225 CHF | 55 420 CHF | 99,69% | 99,69% |
14/11/2024 | 1,19% | 2,09 CHF | 2,10 CHF | 50 000 | 50 000 | 33 683 | 27 872 | 73 063 CHF | 60 926 CHF | 91,61% | 91,61% |
13/11/2024 | 1,14% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 34 372 | 29 226 | 76 910 CHF | 66 122 CHF | 97,14% | 97,14% |
12/11/2024 | 1,11% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 34 849 | 29 251 | 79 197 CHF | 66 960 CHF | 87,59% | 87,59% |
11/11/2024 | 1,12% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 34 351 | 28 838 | 80 184 CHF | 68 059 CHF | 97,60% | 97,60% |
08/11/2024 | 1,22% | 2,28 CHF | 2,29 CHF | 50 000 | 50 000 | 34 331 | 29 884 | 72 029 CHF | 63 599 CHF | 98,66% | 98,66% |
07/11/2024 | 1,36% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 34 376 | 29 933 | 64 385 CHF | 56 857 CHF | 97,64% | 97,64% |