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 | 2,20% | 1,70 CHF | 1,71 CHF | 30 000 | 25 000 | 30 000 | 12 933 | 52 142 CHF | 22 891 CHF | 99,65% | 99,65% |
19/11/2024 | 2,20% | 1,70 CHF | 1,71 CHF | 30 000 | 25 000 | 30 346 | 12 933 | 51 635 CHF | 22 387 CHF | 99,63% | 99,63% |
18/11/2024 | 2,16% | 1,74 CHF | 1,76 CHF | 30 000 | 25 000 | 30 216 | 12 931 | 51 806 CHF | 22 566 CHF | 99,67% | 99,67% |
15/11/2024 | 2,16% | 1,73 CHF | 1,75 CHF | 30 000 | 20 000 | 30 000 | 11 867 | 52 382 CHF | 21 116 CHF | 99,60% | 99,60% |
14/11/2024 | 1,92% | 1,94 CHF | 1,95 CHF | 30 000 | 20 000 | 30 000 | 11 865 | 60 461 CHF | 24 239 CHF | 99,67% | 99,67% |
13/11/2024 | 1,87% | 2,12 CHF | 2,13 CHF | 30 000 | 20 000 | 30 000 | 11 985 | 59 641 CHF | 24 453 CHF | 97,00% | 97,00% |
12/11/2024 | 1,87% | 1,93 CHF | 1,94 CHF | 30 000 | 20 000 | 30 000 | 11 865 | 60 797 CHF | 24 359 CHF | 99,69% | 99,69% |
11/11/2024 | 1,80% | 2,03 CHF | 2,05 CHF | 30 000 | 20 000 | 30 000 | 11 882 | 63 250 CHF | 25 382 CHF | 98,77% | 98,77% |
08/11/2024 | 2,11% | 2,01 CHF | 2,02 CHF | 30 000 | 20 000 | 30 000 | 11 881 | 54 254 CHF | 22 178 CHF | 99,68% | 99,68% |
07/11/2024 | 1,98% | 1,80 CHF | 1,81 CHF | 30 000 | 20 000 | 30 000 | 11 881 | 56 483 CHF | 22 603 CHF | 99,65% | 99,65% |