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 | 0,70% | 1,54 CHF | 1,55 CHF | 40 000 | 1 000 | 32 965 | 1 000 | 54 943 CHF | 1 690 CHF | 99,68% | 99,68% |
19/11/2024 | 0,62% | 1,82 CHF | 1,84 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 54 027 CHF | 1 812 CHF | 99,68% | 99,68% |
18/11/2024 | 0,83% | 1,59 CHF | 1,60 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 56 290 CHF | 1 419 CHF | 98,88% | 98,88% |
15/11/2024 | 0,71% | 1,54 CHF | 1,56 CHF | 40 000 | 1 000 | 31 691 | 1 000 | 55 199 CHF | 1 764 CHF | 96,23% | 96,23% |
14/11/2024 | 0,65% | 1,91 CHF | 1,92 CHF | 30 000 | 1 000 | 30 764 | 1 000 | 54 790 CHF | 1 796 CHF | 99,68% | 99,68% |
13/11/2024 | 0,59% | 1,65 CHF | 1,67 CHF | 40 000 | 1 000 | 30 559 | 1 000 | 61 641 CHF | 2 036 CHF | 97,17% | 97,17% |
12/11/2024 | 0,57% | 1,87 CHF | 1,88 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 59 789 CHF | 2 004 CHF | 99,62% | 99,62% |
11/11/2024 | 0,48% | 2,22 CHF | 2,23 CHF | 30 000 | 1 000 | 22 205 | 1 000 | 55 239 CHF | 2 523 CHF | 99,68% | 99,68% |
08/11/2024 | 0,39% | 2,92 CHF | 2,94 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 61 177 CHF | 3 071 CHF | 99,40% | 99,40% |
07/11/2024 | 0,46% | 2,84 CHF | 2,85 CHF | 20 000 | 1 000 | 27 302 | 1 000 | 66 619 CHF | 2 476 CHF | 99,09% | 99,09% |