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 | 2,15% | 1,75 CHF | 1,76 CHF | 30 000 | 25 000 | 30 000 | 12 934 | 53 635 CHF | 23 537 CHF | 99,64% | 99,64% |
19/11/2024 | 2,13% | 1,75 CHF | 1,76 CHF | 30 000 | 25 000 | 30 000 | 12 934 | 52 552 CHF | 23 030 CHF | 99,61% | 99,61% |
18/11/2024 | 2,10% | 1,79 CHF | 1,81 CHF | 30 000 | 25 000 | 30 000 | 12 933 | 52 944 CHF | 23 211 CHF | 99,65% | 99,65% |
15/11/2024 | 2,10% | 1,78 CHF | 1,80 CHF | 30 000 | 20 000 | 30 000 | 11 869 | 53 880 CHF | 21 711 CHF | 99,54% | 99,54% |
14/11/2024 | 1,88% | 1,99 CHF | 2,00 CHF | 30 000 | 20 000 | 30 000 | 11 866 | 61 956 CHF | 24 833 CHF | 99,64% | 99,64% |
13/11/2024 | 1,84% | 2,17 CHF | 2,18 CHF | 30 000 | 20 000 | 30 000 | 11 990 | 61 124 CHF | 25 058 CHF | 96,88% | 96,88% |
12/11/2024 | 1,81% | 1,98 CHF | 1,99 CHF | 30 000 | 20 000 | 30 000 | 11 867 | 62 280 CHF | 24 947 CHF | 99,64% | 99,64% |
11/11/2024 | 1,76% | 2,08 CHF | 2,10 CHF | 30 000 | 20 000 | 30 000 | 11 885 | 64 737 CHF | 25 977 CHF | 98,70% | 98,70% |
08/11/2024 | 2,04% | 2,06 CHF | 2,07 CHF | 30 000 | 20 000 | 30 000 | 11 883 | 55 723 CHF | 22 759 CHF | 99,65% | 99,65% |
07/11/2024 | 1,93% | 1,85 CHF | 1,86 CHF | 30 000 | 20 000 | 30 000 | 11 882 | 57 954 CHF | 23 188 CHF | 99,63% | 99,63% |