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 | 1,47% | 2,67 CHF | 2,68 CHF | 25 000 | 25 000 | 21 066 | 12 933 | 54 880 CHF | 34 178 CHF | 99,65% | 99,65% |
19/11/2024 | 1,47% | 2,65 CHF | 2,67 CHF | 25 000 | 25 000 | 21 066 | 12 933 | 55 428 CHF | 34 537 CHF | 99,64% | 99,64% |
18/11/2024 | 1,47% | 2,63 CHF | 2,64 CHF | 25 000 | 25 000 | 21 065 | 12 931 | 55 577 CHF | 34 608 CHF | 99,68% | 99,68% |
15/11/2024 | 1,46% | 2,65 CHF | 2,67 CHF | 20 000 | 20 000 | 20 000 | 11 867 | 52 364 CHF | 31 538 CHF | 99,59% | 99,59% |
14/11/2024 | 1,58% | 2,45 CHF | 2,47 CHF | 30 000 | 20 000 | 30 000 | 11 865 | 70 777 CHF | 28 509 CHF | 99,67% | 99,67% |
13/11/2024 | 1,56% | 2,25 CHF | 2,27 CHF | 30 000 | 20 000 | 30 000 | 11 960 | 70 762 CHF | 28 434 CHF | 97,54% | 97,54% |
12/11/2024 | 1,69% | 2,44 CHF | 2,45 CHF | 30 000 | 20 000 | 30 000 | 11 865 | 69 479 CHF | 28 031 CHF | 99,69% | 99,69% |
11/11/2024 | 1,70% | 2,33 CHF | 2,34 CHF | 30 000 | 20 000 | 30 000 | 11 882 | 66 775 CHF | 26 975 CHF | 98,77% | 98,77% |
08/11/2024 | 1,48% | 2,32 CHF | 2,34 CHF | 30 000 | 20 000 | 22 176 | 11 881 | 55 011 CHF | 29 760 CHF | 99,68% | 99,68% |
07/11/2024 | 1,55% | 2,53 CHF | 2,54 CHF | 20 000 | 20 000 | 28 019 | 11 881 | 67 978 CHF | 29 481 CHF | 99,66% | 99,66% |