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 | 1,69% | 2,37 CHF | 2,38 CHF | 30 000 | 25 000 | 30 000 | 12 934 | 69 033 CHF | 30 275 CHF | 99,63% | 99,63% |
19/11/2024 | 1,63% | 2,35 CHF | 2,37 CHF | 30 000 | 25 000 | 30 000 | 12 934 | 69 849 CHF | 30 638 CHF | 99,61% | 99,61% |
18/11/2024 | 1,59% | 2,33 CHF | 2,34 CHF | 30 000 | 25 000 | 30 000 | 12 933 | 70 048 CHF | 30 684 CHF | 99,65% | 99,65% |
15/11/2024 | 1,64% | 2,35 CHF | 2,36 CHF | 30 000 | 20 000 | 30 000 | 11 869 | 69 415 CHF | 27 925 CHF | 99,55% | 99,55% |
14/11/2024 | 1,87% | 2,15 CHF | 2,16 CHF | 30 000 | 20 000 | 30 000 | 11 866 | 61 599 CHF | 24 894 CHF | 99,64% | 99,64% |
13/11/2024 | 1,76% | 1,95 CHF | 1,97 CHF | 30 000 | 20 000 | 30 000 | 12 183 | 61 640 CHF | 25 251 CHF | 92,89% | 92,89% |
12/11/2024 | 1,87% | 2,14 CHF | 2,15 CHF | 30 000 | 20 000 | 30 000 | 11 866 | 60 410 CHF | 24 431 CHF | 99,66% | 99,66% |
11/11/2024 | 1,97% | 2,02 CHF | 2,04 CHF | 30 000 | 20 000 | 30 000 | 11 883 | 57 708 CHF | 23 388 CHF | 98,74% | 98,74% |
08/11/2024 | 1,70% | 2,02 CHF | 2,04 CHF | 30 000 | 20 000 | 30 000 | 11 883 | 65 696 CHF | 26 190 CHF | 99,65% | 99,65% |
07/11/2024 | 1,82% | 2,23 CHF | 2,24 CHF | 30 000 | 20 000 | 30 000 | 11 882 | 63 900 CHF | 25 903 CHF | 99,63% | 99,63% |