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% | 1,36 CHF | 1,37 CHF | 40 000 | 1 000 | 40 475 | 1 000 | 60 513 CHF | 1 510 CHF | 99,64% | 99,64% |
19/11/2024 | 0,69% | 1,64 CHF | 1,66 CHF | 40 000 | 1 000 | 37 990 | 1 000 | 61 474 CHF | 1 633 CHF | 99,65% | 99,65% |
18/11/2024 | 0,95% | 1,41 CHF | 1,43 CHF | 40 000 | 1 000 | 47 212 | 1 000 | 57 529 CHF | 1 239 CHF | 98,84% | 98,84% |
15/11/2024 | 0,79% | 1,36 CHF | 1,38 CHF | 40 000 | 1 000 | 39 050 | 1 000 | 61 266 CHF | 1 584 CHF | 96,19% | 96,19% |
14/11/2024 | 0,72% | 1,73 CHF | 1,74 CHF | 30 000 | 1 000 | 37 896 | 1 000 | 60 445 CHF | 1 615 CHF | 99,64% | 99,64% |
13/11/2024 | 0,64% | 1,47 CHF | 1,49 CHF | 40 000 | 1 000 | 31 614 | 1 000 | 57 817 CHF | 1 857 CHF | 97,31% | 97,31% |
12/11/2024 | 0,62% | 1,69 CHF | 1,70 CHF | 30 000 | 1 000 | 30 790 | 1 000 | 55 731 CHF | 1 826 CHF | 99,57% | 99,57% |
11/11/2024 | 0,51% | 2,04 CHF | 2,06 CHF | 30 000 | 1 000 | 29 445 | 1 000 | 68 612 CHF | 2 345 CHF | 99,64% | 99,64% |
08/11/2024 | 0,42% | 2,75 CHF | 2,76 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 57 643 CHF | 2 894 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 2,66 CHF | 2,68 CHF | 20 000 | 1 000 | 28 288 | 1 000 | 64 120 CHF | 2 298 CHF | 99,07% | 99,07% |