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 | 1,00% | 1,25 CHF | 1,27 CHF | 49 918 | 10 000 | 40 313 | 10 000 | 52 180 CHF | 13 078 CHF | 89,47% | 89,47% |
19/11/2024 | 1,07% | 1,25 CHF | 1,26 CHF | 49 805 | 10 000 | 49 908 | 10 000 | 60 437 CHF | 12 240 CHF | 74,99% | 74,99% |
18/11/2024 | 1,27% | 1,22 CHF | 1,23 CHF | 49 776 | 10 000 | 49 981 | 9 613 | 59 618 CHF | 11 614 CHF | 91,53% | 91,53% |
15/11/2024 | 1,10% | 1,17 CHF | 1,19 CHF | 50 000 | 10 000 | 50 000 | 10 000 | 57 810 CHF | 11 690 CHF | 94,50% | 94,50% |
14/11/2024 | 0,97% | 1,31 CHF | 1,33 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 54 671 CHF | 13 801 CHF | 99,44% | 99,44% |
13/11/2024 | 1,06% | 1,38 CHF | 1,39 CHF | 40 000 | 10 000 | 40 000 | 9 982 | 53 820 CHF | 13 574 CHF | 97,60% | 97,60% |
12/11/2024 | 0,94% | 1,35 CHF | 1,36 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 54 147 CHF | 13 664 CHF | 98,69% | 98,69% |
11/11/2024 | 0,92% | 1,36 CHF | 1,37 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 53 254 CHF | 13 437 CHF | 66,13% | 66,13% |
08/11/2024 | 1,14% | 1,21 CHF | 1,22 CHF | 48 517 | 10 000 | 48 693 | 10 000 | 58 089 CHF | 12 069 CHF | 90,93% | 90,93% |
07/11/2024 | 1,10% | 1,15 CHF | 1,16 CHF | 49 373 | 10 000 | 49 009 | 9 975 | 56 903 CHF | 11 713 CHF | 32,35% | 32,35% |