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 | 0,60% | 1,80 CHF | 1,81 CHF | 30 000 | 1 000 | 30 363 | 1 000 | 58 755 CHF | 1 950 CHF | 99,68% | 99,68% |
19/11/2024 | 0,54% | 2,08 CHF | 2,10 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 61 815 CHF | 2 072 CHF | 99,68% | 99,68% |
18/11/2024 | 0,70% | 1,85 CHF | 1,87 CHF | 30 000 | 1 000 | 37 095 | 1 000 | 61 464 CHF | 1 680 CHF | 98,88% | 98,88% |
15/11/2024 | 0,61% | 1,80 CHF | 1,82 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 60 375 CHF | 2 025 CHF | 96,23% | 96,23% |
14/11/2024 | 0,56% | 2,17 CHF | 2,18 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 61 350 CHF | 2 057 CHF | 99,68% | 99,68% |
13/11/2024 | 0,52% | 1,91 CHF | 1,93 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 68 496 CHF | 2 295 CHF | 96,82% | 96,82% |
12/11/2024 | 0,50% | 2,13 CHF | 2,14 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 67 561 CHF | 2 263 CHF | 99,62% | 99,62% |
11/11/2024 | 0,43% | 2,47 CHF | 2,49 CHF | 30 000 | 1 000 | 20 611 | 1 000 | 56 892 CHF | 2 782 CHF | 99,68% | 99,68% |
08/11/2024 | 0,36% | 3,18 CHF | 3,19 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 66 298 CHF | 3 327 CHF | 99,42% | 99,42% |
07/11/2024 | 0,42% | 3,10 CHF | 3,11 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 54 422 CHF | 2 733 CHF | 99,09% | 99,09% |