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 | 0,78% | 1,38 CHF | 1,39 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 57 112 CHF | 1 439 CHF | 99,65% | 99,65% |
19/11/2024 | 0,81% | 1,38 CHF | 1,39 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 55 662 CHF | 1 403 CHF | 99,64% | 99,64% |
18/11/2024 | 0,79% | 1,42 CHF | 1,43 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 56 147 CHF | 1 415 CHF | 99,67% | 99,67% |
15/11/2024 | 0,79% | 1,41 CHF | 1,42 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 57 369 CHF | 1 446 CHF | 99,60% | 99,60% |
14/11/2024 | 0,66% | 1,61 CHF | 1,62 CHF | 40 000 | 1 000 | 31 849 | 1 000 | 54 081 CHF | 1 713 CHF | 99,67% | 99,67% |
13/11/2024 | 0,67% | 1,79 CHF | 1,81 CHF | 30 000 | 1 000 | 37 119 | 1 000 | 62 019 CHF | 1 687 CHF | 96,34% | 96,34% |
12/11/2024 | 0,67% | 1,60 CHF | 1,62 CHF | 40 000 | 1 000 | 31 048 | 1 000 | 53 118 CHF | 1 726 CHF | 99,68% | 99,68% |
11/11/2024 | 0,63% | 1,71 CHF | 1,72 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 53 902 CHF | 1 808 CHF | 98,77% | 98,77% |
08/11/2024 | 0,75% | 1,69 CHF | 1,70 CHF | 30 000 | 1 000 | 39 460 | 1 000 | 59 173 CHF | 1 513 CHF | 99,68% | 99,68% |
07/11/2024 | 0,73% | 1,48 CHF | 1,49 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 62 936 CHF | 1 585 CHF | 99,65% | 99,65% |