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 | 1,78% | 1,90 CHF | 1,92 CHF | 30 000 | 7 500 | 34 264 | 5 270 | 57 978 CHF | 9 271 CHF | 99,28% | 99,28% |
19/11/2024 | 1,77% | 1,72 CHF | 1,74 CHF | 30 000 | 7 500 | 33 945 | 5 277 | 56 895 CHF | 9 043 CHF | 99,35% | 99,35% |
18/11/2024 | 1,62% | 1,74 CHF | 1,76 CHF | 30 000 | 10 000 | 30 009 | 5 813 | 53 689 CHF | 10 567 CHF | 98,29% | 98,29% |
15/11/2024 | 1,43% | 2,00 CHF | 2,01 CHF | 30 000 | 10 000 | 29 999 | 5 920 | 59 257 CHF | 11 815 CHF | 87,00% | 87,00% |
14/11/2024 | 1,32% | 2,22 CHF | 2,23 CHF | 30 000 | 10 000 | 30 000 | 5 806 | 65 738 CHF | 12 950 CHF | 99,33% | 99,33% |
13/11/2024 | 1,46% | 2,07 CHF | 2,08 CHF | 30 000 | 10 000 | 30 000 | 5 924 | 57 675 CHF | 11 664 CHF | 95,27% | 95,27% |
12/11/2024 | 1,52% | 2,08 CHF | 2,10 CHF | 30 000 | 7 500 | 30 000 | 5 285 | 59 458 CHF | 10 690 CHF | 95,96% | 95,96% |
11/11/2024 | 1,87% | 1,82 CHF | 1,84 CHF | 30 000 | 7 500 | 37 810 | 5 299 | 59 362 CHF | 8 647 CHF | 96,75% | 96,75% |
08/11/2024 | 2,35% | 1,55 CHF | 1,57 CHF | 40 000 | 7 500 | 45 946 | 5 610 | 58 502 CHF | 7 471 CHF | 87,55% | 87,55% |
07/11/2024 | 2,89% | 0,91 CHF | 0,92 CHF | 60 000 | 7 500 | 51 729 | 5 139 | 54 656 CHF | 5 502 CHF | 82,20% | 82,20% |