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 | 0,54% | 2,13 CHF | 2,15 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 62 481 CHF | 2 094 CHF | 99,65% | 99,65% |
19/11/2024 | 0,53% | 2,12 CHF | 2,13 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 63 296 CHF | 2 121 CHF | 99,64% | 99,64% |
18/11/2024 | 0,53% | 2,10 CHF | 2,11 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 63 448 CHF | 2 126 CHF | 99,67% | 99,67% |
15/11/2024 | 0,54% | 2,12 CHF | 2,13 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 62 840 CHF | 2 106 CHF | 99,58% | 99,58% |
14/11/2024 | 0,61% | 1,92 CHF | 1,93 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 54 969 CHF | 1 844 CHF | 99,67% | 99,67% |
13/11/2024 | 0,62% | 1,72 CHF | 1,73 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 55 070 CHF | 1 847 CHF | 97,13% | 97,13% |
12/11/2024 | 0,63% | 1,90 CHF | 1,92 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 53 803 CHF | 1 805 CHF | 99,68% | 99,68% |
11/11/2024 | 0,66% | 1,79 CHF | 1,81 CHF | 30 000 | 1 000 | 30 070 | 1 000 | 51 241 CHF | 1 715 CHF | 98,77% | 98,77% |
08/11/2024 | 0,58% | 1,79 CHF | 1,81 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 59 253 CHF | 1 987 CHF | 99,68% | 99,68% |
07/11/2024 | 0,59% | 2,00 CHF | 2,01 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 57 409 CHF | 1 925 CHF | 99,66% | 99,66% |