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 | 1,59% | 1,66 CHF | 1,67 CHF | 40 000 | 7 500 | 31 553 | 5 270 | 57 727 CHF | 9 714 CHF | 99,28% | 99,28% |
19/11/2024 | 1,58% | 1,83 CHF | 1,84 CHF | 30 000 | 7 500 | 30 000 | 5 277 | 55 673 CHF | 9 922 CHF | 99,34% | 99,34% |
18/11/2024 | 1,64% | 1,82 CHF | 1,83 CHF | 30 000 | 10 000 | 30 109 | 5 813 | 52 969 CHF | 10 375 CHF | 98,28% | 98,28% |
15/11/2024 | 1,77% | 1,57 CHF | 1,59 CHF | 40 000 | 10 000 | 38 787 | 5 921 | 61 210 CHF | 9 562 CHF | 86,97% | 86,97% |
14/11/2024 | 2,08% | 1,35 CHF | 1,37 CHF | 40 000 | 10 000 | 40 000 | 5 806 | 54 879 CHF | 8 051 CHF | 99,32% | 99,32% |
13/11/2024 | 1,75% | 1,49 CHF | 1,51 CHF | 40 000 | 10 000 | 36 444 | 5 901 | 58 753 CHF | 9 606 CHF | 95,91% | 95,91% |
12/11/2024 | 1,86% | 1,48 CHF | 1,49 CHF | 40 000 | 7 500 | 40 000 | 5 285 | 62 494 CHF | 8 344 CHF | 95,95% | 95,95% |
11/11/2024 | 1,48% | 1,73 CHF | 1,75 CHF | 30 000 | 7 500 | 30 000 | 5 299 | 58 750 CHF | 10 409 CHF | 96,74% | 96,74% |
08/11/2024 | 1,28% | 2,00 CHF | 2,01 CHF | 30 000 | 7 500 | 30 000 | 5 610 | 67 431 CHF | 12 660 CHF | 87,55% | 87,55% |
07/11/2024 | 1,28% | 2,63 CHF | 2,64 CHF | 20 000 | 7 500 | 27 131 | 5 139 | 66 748 CHF | 12 951 CHF | 82,20% | 82,20% |