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 | 2,21% | 1,41 CHF | 1,44 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 20 148 CHF | 20 598 CHF | 99,97% | 99,97% |
19/11/2024 | 2,11% | 1,40 CHF | 1,43 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 21 113 CHF | 21 563 CHF | 99,83% | 99,83% |
18/11/2024 | 2,11% | 1,39 CHF | 1,42 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 21 133 CHF | 21 583 CHF | 99,95% | 99,95% |
15/11/2024 | 2,21% | 1,36 CHF | 1,39 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 20 116 CHF | 20 566 CHF | 100,00% | 100,00% |
14/11/2024 | 2,28% | 1,28 CHF | 1,31 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 544 CHF | 19 994 CHF | 99,80% | 99,80% |
13/11/2024 | 2,12% | 1,36 CHF | 1,39 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 21 047 CHF | 21 497 CHF | 99,94% | 99,94% |
12/11/2024 | 2,23% | 1,38 CHF | 1,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 994 CHF | 20 444 CHF | 99,81% | 99,81% |
11/11/2024 | 2,45% | 1,28 CHF | 1,31 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 188 CHF | 18 638 CHF | 99,81% | 99,81% |
08/11/2024 | 2,29% | 1,28 CHF | 1,31 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 393 CHF | 19 843 CHF | 99,88% | 99,88% |
07/11/2024 | 2,25% | 1,33 CHF | 1,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 769 CHF | 20 219 CHF | 99,90% | 99,90% |