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 | 1,71% | 10,10 CHF | 10,19 CHF | 20 000 | 20 000 | 12 132 | 9 901 | 121 950 CHF | 101 079 CHF | 99,63% | 99,63% |
19/11/2024 | 1,83% | 9,10 CHF | 9,19 CHF | 20 000 | 20 000 | 12 132 | 11 603 | 105 775 CHF | 102 813 CHF | 99,64% | 99,64% |
18/11/2024 | 1,88% | 8,64 CHF | 8,71 CHF | 20 000 | 20 000 | 12 132 | 11 603 | 95 708 CHF | 93 068 CHF | 99,59% | 99,59% |
15/11/2024 | 1,88% | 7,79 CHF | 7,88 CHF | 20 000 | 20 000 | 12 131 | 11 602 | 98 935 CHF | 96 211 CHF | 99,65% | 99,65% |
14/11/2024 | 1,80% | 8,54 CHF | 8,62 CHF | 20 000 | 20 000 | 12 131 | 11 601 | 102 260 CHF | 99 467 CHF | 99,64% | 99,64% |
13/11/2024 | 1,81% | 8,22 CHF | 8,30 CHF | 20 000 | 20 000 | 12 176 | 11 742 | 96 867 CHF | 95 003 CHF | 97,57% | 97,57% |
12/11/2024 | 1,90% | 7,46 CHF | 7,54 CHF | 20 000 | 20 000 | 12 131 | 11 867 | 89 037 CHF | 88 620 CHF | 99,64% | 99,64% |
11/11/2024 | 1,92% | 7,22 CHF | 7,29 CHF | 20 000 | 20 000 | 11 867 | 11 867 | 82 877 CHF | 84 315 CHF | 99,64% | 99,64% |
08/11/2024 | 1,95% | 6,74 CHF | 6,81 CHF | 20 000 | 20 000 | 11 883 | 11 883 | 81 404 CHF | 82 852 CHF | 99,64% | 99,64% |
07/11/2024 | 1,98% | 6,70 CHF | 6,76 CHF | 25 000 | 25 000 | 12 954 | 12 954 | 83 314 CHF | 84 753 CHF | 99,64% | 99,64% |