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 | 0,63% | 1,72 CHF | 1,73 CHF | 30 000 | 1 000 | 30 679 | 1 000 | 56 773 CHF | 1 868 CHF | 99,64% | 99,64% |
19/11/2024 | 0,56% | 2,00 CHF | 2,01 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 59 347 CHF | 1 989 CHF | 99,65% | 99,65% |
18/11/2024 | 0,73% | 1,77 CHF | 1,78 CHF | 30 000 | 1 000 | 37 650 | 1 000 | 59 328 CHF | 1 598 CHF | 98,84% | 98,84% |
15/11/2024 | 0,64% | 1,72 CHF | 1,74 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 57 909 CHF | 1 942 CHF | 96,19% | 96,19% |
14/11/2024 | 0,59% | 2,08 CHF | 2,10 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 58 887 CHF | 1 975 CHF | 99,64% | 99,64% |
13/11/2024 | 0,53% | 1,83 CHF | 1,85 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 66 045 CHF | 2 213 CHF | 96,66% | 96,66% |
12/11/2024 | 0,52% | 2,04 CHF | 2,06 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 65 095 CHF | 2 181 CHF | 99,57% | 99,57% |
11/11/2024 | 0,45% | 2,39 CHF | 2,41 CHF | 30 000 | 1 000 | 21 827 | 1 000 | 58 188 CHF | 2 700 CHF | 99,64% | 99,64% |
08/11/2024 | 0,37% | 3,10 CHF | 3,11 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 64 680 CHF | 3 246 CHF | 99,37% | 99,37% |
07/11/2024 | 0,43% | 3,01 CHF | 3,03 CHF | 20 000 | 1 000 | 21 220 | 1 000 | 55 822 CHF | 2 652 CHF | 99,07% | 99,07% |