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 | 1,65% | 1,60 CHF | 1,61 CHF | 40 000 | 7 500 | 31 749 | 5 269 | 56 075 CHF | 9 384 CHF | 99,34% | 99,34% |
19/11/2024 | 1,65% | 1,77 CHF | 1,78 CHF | 30 000 | 7 500 | 30 000 | 5 276 | 53 797 CHF | 9 591 CHF | 99,41% | 99,41% |
18/11/2024 | 1,67% | 1,75 CHF | 1,77 CHF | 30 000 | 10 000 | 32 064 | 5 813 | 54 277 CHF | 10 012 CHF | 98,32% | 98,32% |
15/11/2024 | 1,88% | 1,51 CHF | 1,52 CHF | 40 000 | 10 000 | 39 989 | 5 915 | 60 723 CHF | 9 181 CHF | 87,41% | 87,41% |
14/11/2024 | 2,16% | 1,29 CHF | 1,31 CHF | 40 000 | 10 000 | 41 292 | 5 805 | 53 936 CHF | 7 683 CHF | 99,40% | 99,40% |
13/11/2024 | 1,80% | 1,43 CHF | 1,44 CHF | 40 000 | 10 000 | 39 388 | 5 899 | 61 245 CHF | 9 231 CHF | 95,99% | 95,99% |
12/11/2024 | 1,92% | 1,42 CHF | 1,43 CHF | 40 000 | 7 500 | 40 000 | 5 284 | 60 004 CHF | 8 012 CHF | 96,06% | 96,06% |
11/11/2024 | 1,55% | 1,67 CHF | 1,69 CHF | 30 000 | 7 500 | 30 019 | 5 298 | 56 917 CHF | 10 079 CHF | 96,80% | 96,80% |
08/11/2024 | 1,33% | 1,93 CHF | 1,95 CHF | 30 000 | 7 500 | 30 000 | 5 610 | 65 576 CHF | 12 315 CHF | 87,57% | 87,57% |
07/11/2024 | 1,30% | 2,57 CHF | 2,58 CHF | 20 000 | 7 500 | 28 887 | 5 138 | 69 415 CHF | 12 633 CHF | 82,25% | 82,25% |