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 | 0,62% | 1,85 CHF | 1,86 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 53 893 CHF | 1 808 CHF | 99,64% | 99,64% |
19/11/2024 | 0,62% | 1,84 CHF | 1,85 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 54 735 CHF | 1 836 CHF | 99,62% | 99,62% |
18/11/2024 | 0,61% | 1,81 CHF | 1,82 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 54 888 CHF | 1 841 CHF | 99,66% | 99,66% |
15/11/2024 | 0,63% | 1,83 CHF | 1,84 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 54 208 CHF | 1 818 CHF | 99,58% | 99,58% |
14/11/2024 | 0,72% | 1,63 CHF | 1,64 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 61 759 CHF | 1 555 CHF | 99,65% | 99,65% |
13/11/2024 | 0,73% | 1,43 CHF | 1,45 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 61 925 CHF | 1 559 CHF | 96,83% | 96,83% |
12/11/2024 | 0,76% | 1,62 CHF | 1,63 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 60 290 CHF | 1 519 CHF | 99,67% | 99,67% |
11/11/2024 | 0,80% | 1,50 CHF | 1,52 CHF | 40 000 | 1 000 | 40 000 | 1 000 | 56 693 CHF | 1 429 CHF | 98,75% | 98,75% |
08/11/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 40 000 | 1 000 | 32 147 | 1 000 | 54 049 CHF | 1 701 CHF | 99,66% | 99,66% |
07/11/2024 | 0,69% | 1,71 CHF | 1,73 CHF | 30 000 | 1 000 | 37 845 | 1 000 | 61 471 CHF | 1 640 CHF | 99,64% | 99,64% |