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 | 1,91% | 1,34 CHF | 1,35 CHF | 40 000 | 7 500 | 40 265 | 5 270 | 61 132 CHF | 8 018 CHF | 99,28% | 99,28% |
19/11/2024 | 1,91% | 1,51 CHF | 1,52 CHF | 40 000 | 7 500 | 39 944 | 5 277 | 61 291 CHF | 8 228 CHF | 99,34% | 99,34% |
18/11/2024 | 1,98% | 1,49 CHF | 1,51 CHF | 40 000 | 10 000 | 40 000 | 5 813 | 57 507 CHF | 8 502 CHF | 98,28% | 98,28% |
15/11/2024 | 2,27% | 1,25 CHF | 1,26 CHF | 40 000 | 10 000 | 43 836 | 5 920 | 54 858 CHF | 7 649 CHF | 86,96% | 86,96% |
14/11/2024 | 2,69% | 1,03 CHF | 1,05 CHF | 50 000 | 10 000 | 51 545 | 5 806 | 53 923 CHF | 6 173 CHF | 99,32% | 99,32% |
13/11/2024 | 2,15% | 1,17 CHF | 1,18 CHF | 50 000 | 10 000 | 42 816 | 5 926 | 55 329 CHF | 7 743 CHF | 95,22% | 95,22% |
12/11/2024 | 2,34% | 1,16 CHF | 1,17 CHF | 50 000 | 7 500 | 42 146 | 5 285 | 52 147 CHF | 6 651 CHF | 95,95% | 95,95% |
11/11/2024 | 1,77% | 1,41 CHF | 1,43 CHF | 40 000 | 7 500 | 34 718 | 5 299 | 56 577 CHF | 8 716 CHF | 96,74% | 96,74% |
08/11/2024 | 1,53% | 1,68 CHF | 1,70 CHF | 30 000 | 7 500 | 30 603 | 5 610 | 58 904 CHF | 10 886 CHF | 87,54% | 87,54% |
07/11/2024 | 1,47% | 2,31 CHF | 2,33 CHF | 30 000 | 7 500 | 30 000 | 5 139 | 64 591 CHF | 11 320 CHF | 82,19% | 82,19% |