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 | 2,40% | 1,51 CHF | 1,53 CHF | 40 000 | 25 000 | 40 000 | 12 934 | 62 113 CHF | 20 483 CHF | 99,64% | 99,64% |
19/11/2024 | 2,50% | 1,51 CHF | 1,53 CHF | 40 000 | 25 000 | 40 000 | 12 934 | 60 675 CHF | 19 997 CHF | 99,62% | 99,62% |
18/11/2024 | 2,54% | 1,56 CHF | 1,57 CHF | 40 000 | 25 000 | 40 000 | 12 932 | 61 113 CHF | 20 169 CHF | 99,66% | 99,66% |
15/11/2024 | 2,45% | 1,55 CHF | 1,56 CHF | 40 000 | 20 000 | 40 000 | 11 868 | 62 384 CHF | 18 910 CHF | 99,58% | 99,58% |
14/11/2024 | 2,06% | 1,75 CHF | 1,77 CHF | 30 000 | 20 000 | 30 000 | 11 866 | 54 897 CHF | 22 029 CHF | 99,65% | 99,65% |
13/11/2024 | 2,07% | 1,93 CHF | 1,95 CHF | 30 000 | 20 000 | 30 000 | 12 280 | 54 134 CHF | 22 801 CHF | 91,01% | 91,01% |
12/11/2024 | 2,03% | 1,74 CHF | 1,76 CHF | 30 000 | 20 000 | 30 000 | 11 866 | 55 279 CHF | 22 172 CHF | 99,67% | 99,67% |
11/11/2024 | 2,02% | 1,85 CHF | 1,86 CHF | 30 000 | 20 000 | 30 000 | 11 883 | 57 709 CHF | 23 199 CHF | 98,75% | 98,75% |
08/11/2024 | 2,31% | 1,83 CHF | 1,84 CHF | 30 000 | 20 000 | 37 907 | 11 882 | 61 366 CHF | 20 007 CHF | 99,67% | 99,67% |
07/11/2024 | 2,25% | 1,62 CHF | 1,63 CHF | 40 000 | 20 000 | 32 162 | 11 881 | 54 481 CHF | 20 433 CHF | 99,65% | 99,65% |