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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2,11% | 1,12 CHF | 1,13 CHF | 40 000 | 40 000 | 18 168 | 18 168 | 20 306 CHF | 20 645 CHF | 97,89% | 97,89% |
22/11/2024 | 2,26% | 1,07 CHF | 1,08 CHF | 40 000 | 40 000 | 17 567 | 17 567 | 19 112 CHF | 19 447 CHF | 95,80% | 95,80% |
20/11/2024 | 3,96% | 0,62 CHF | 0,63 CHF | 40 000 | 40 000 | 18 568 | 18 568 | 10 878 CHF | 11 218 CHF | 99,32% | 99,32% |
19/11/2024 | 3,60% | 0,49 CHF | 0,50 CHF | 50 000 | 50 000 | 26 013 | 26 013 | 12 073 CHF | 12 462 CHF | 98,87% | 98,87% |
18/11/2024 | 4,13% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 25 988 | 25 988 | 10 873 CHF | 11 264 CHF | 99,70% | 99,70% |
15/11/2024 | 3,54% | 0,47 CHF | 0,48 CHF | 40 000 | 40 000 | 18 657 | 18 657 | 9 256 CHF | 9 545 CHF | 99,35% | 99,35% |
14/11/2024 | 3,88% | 0,47 CHF | 0,48 CHF | 40 000 | 40 000 | 18 423 | 18 423 | 10 112 CHF | 10 451 CHF | 96,88% | 96,88% |
13/11/2024 | 3,03% | 0,61 CHF | 0,62 CHF | 40 000 | 40 000 | 18 614 | 18 614 | 11 002 CHF | 11 290 CHF | 99,09% | 99,09% |
12/11/2024 | 3,67% | 0,56 CHF | 0,57 CHF | 40 000 | 40 000 | 18 585 | 18 585 | 11 454 CHF | 11 794 CHF | 99,42% | 99,42% |
11/11/2024 | 3,46% | 0,68 CHF | 0,69 CHF | 40 000 | 40 000 | 18 538 | 18 538 | 12 575 CHF | 12 915 CHF | 99,38% | 99,38% |