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 | 2,10% | 2,46 CHF | 2,49 CHF | 30 000 | 5 000 | 29 233 | 2 980 | 67 212 CHF | 7 105 CHF | 99,63% | 99,63% |
19/11/2024 | 2,18% | 2,16 CHF | 2,18 CHF | 30 000 | 5 000 | 30 000 | 2 980 | 65 241 CHF | 6 629 CHF | 99,64% | 99,64% |
18/11/2024 | 1,82% | 2,41 CHF | 2,43 CHF | 30 000 | 5 000 | 22 274 | 2 984 | 57 251 CHF | 7 815 CHF | 98,83% | 98,83% |
15/11/2024 | 2,07% | 2,48 CHF | 2,50 CHF | 30 000 | 5 000 | 29 875 | 3 015 | 67 483 CHF | 7 031 CHF | 96,19% | 96,19% |
14/11/2024 | 2,08% | 2,11 CHF | 2,14 CHF | 30 000 | 5 000 | 30 000 | 2 980 | 66 974 CHF | 6 692 CHF | 99,64% | 99,64% |
13/11/2024 | 2,45% | 2,36 CHF | 2,38 CHF | 30 000 | 5 000 | 30 000 | 3 008 | 59 162 CHF | 6 212 CHF | 96,88% | 96,88% |
12/11/2024 | 2,44% | 2,14 CHF | 2,17 CHF | 30 000 | 5 000 | 30 000 | 2 980 | 60 089 CHF | 6 103 CHF | 99,56% | 99,56% |
11/11/2024 | 3,47% | 1,79 CHF | 1,82 CHF | 30 000 | 5 000 | 38 108 | 2 874 | 55 981 CHF | 4 554 CHF | 99,64% | 99,64% |
08/11/2024 | 5,70% | 1,07 CHF | 1,09 CHF | 50 000 | 5 000 | 61 528 | 2 881 | 54 912 CHF | 2 864 CHF | 99,36% | 99,36% |
07/11/2024 | 3,12% | 1,14 CHF | 1,16 CHF | 50 000 | 5 000 | 40 803 | 2 984 | 61 112 CHF | 4 482 CHF | 99,63% | 99,63% |