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 | 1,28% | 1,19 CHF | 1,20 CHF | 47 175 | 10 000 | 45 901 | 10 000 | 55 603 CHF | 12 284 CHF | 59,92% | 59,92% |
19/11/2024 | 1,12% | 1,20 CHF | 1,21 CHF | 47 527 | 10 000 | 48 324 | 10 000 | 55 796 CHF | 11 678 CHF | 99,99% | 99,99% |
18/11/2024 | 1,48% | 1,16 CHF | 1,18 CHF | 48 377 | 10 000 | 48 437 | 9 445 | 54 677 CHF | 10 817 CHF | 99,43% | 99,43% |
15/11/2024 | 1,23% | 1,09 CHF | 1,11 CHF | 48 625 | 10 000 | 49 325 | 10 000 | 53 298 CHF | 10 941 CHF | 94,50% | 94,50% |
14/11/2024 | 1,79% | 1,25 CHF | 1,27 CHF | 46 079 | 10 000 | 40 115 | 10 000 | 52 658 CHF | 13 367 CHF | 81,35% | 81,35% |
13/11/2024 | 1,81% | 1,25 CHF | 1,28 CHF | 44 513 | 7 500 | 40 184 | 9 993 | 51 175 CHF | 12 961 CHF | 61,79% | 61,79% |
12/11/2024 | 1,77% | 1,29 CHF | 1,31 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 51 865 CHF | 13 197 CHF | 98,69% | 98,69% |
11/11/2024 | 1,74% | 1,25 CHF | 1,27 CHF | 44 797 | 10 000 | 40 310 | 10 000 | 50 820 CHF | 12 830 CHF | 42,20% | 42,20% |
08/11/2024 | 1,59% | 1,14 CHF | 1,16 CHF | 46 265 | 10 000 | 46 603 | 10 000 | 52 488 CHF | 11 448 CHF | 90,93% | 90,93% |
07/11/2024 | 1,18% | 1,09 CHF | 1,11 CHF | 47 731 | 10 000 | 47 194 | 9 975 | 52 061 CHF | 11 139 CHF | 32,18% | 32,18% |