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 | 1,48% | 2,26 CHF | 2,28 CHF | 30 000 | 7 500 | 30 000 | 5 269 | 61 915 CHF | 11 171 CHF | 99,34% | 99,34% |
19/11/2024 | 1,46% | 2,08 CHF | 2,10 CHF | 30 000 | 7 500 | 30 000 | 5 276 | 61 238 CHF | 10 941 CHF | 99,40% | 99,40% |
18/11/2024 | 1,34% | 2,10 CHF | 2,12 CHF | 30 000 | 10 000 | 30 000 | 5 812 | 64 534 CHF | 12 669 CHF | 98,34% | 98,34% |
15/11/2024 | 1,20% | 2,36 CHF | 2,38 CHF | 30 000 | 10 000 | 29 665 | 5 916 | 69 321 CHF | 13 956 CHF | 87,35% | 87,35% |
14/11/2024 | 1,12% | 2,58 CHF | 2,60 CHF | 20 000 | 10 000 | 20 440 | 5 805 | 52 204 CHF | 15 062 CHF | 99,39% | 99,39% |
13/11/2024 | 1,23% | 2,43 CHF | 2,45 CHF | 30 000 | 10 000 | 30 000 | 5 924 | 68 526 CHF | 13 808 CHF | 95,29% | 95,29% |
12/11/2024 | 1,26% | 2,44 CHF | 2,46 CHF | 30 000 | 7 500 | 29 802 | 5 284 | 69 820 CHF | 12 599 CHF | 96,05% | 96,05% |
11/11/2024 | 1,52% | 2,18 CHF | 2,20 CHF | 30 000 | 7 500 | 30 000 | 5 298 | 58 250 CHF | 10 559 CHF | 96,80% | 96,80% |
08/11/2024 | 1,83% | 1,91 CHF | 1,93 CHF | 30 000 | 7 500 | 37 625 | 5 610 | 61 321 CHF | 9 489 CHF | 87,57% | 87,57% |
07/11/2024 | 2,19% | 1,27 CHF | 1,28 CHF | 40 000 | 7 500 | 40 283 | 5 138 | 57 218 CHF | 7 357 CHF | 82,24% | 82,24% |