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 | 1,96% | 1,93 CHF | 1,94 CHF | 30 000 | 25 000 | 30 000 | 12 932 | 58 984 CHF | 25 841 CHF | 99,66% | 99,66% |
19/11/2024 | 1,97% | 1,93 CHF | 1,94 CHF | 30 000 | 25 000 | 30 000 | 12 932 | 57 890 CHF | 25 334 CHF | 99,65% | 99,65% |
18/11/2024 | 1,91% | 1,97 CHF | 1,98 CHF | 30 000 | 25 000 | 30 000 | 12 931 | 58 320 CHF | 25 524 CHF | 99,68% | 99,68% |
15/11/2024 | 1,90% | 1,96 CHF | 1,98 CHF | 30 000 | 20 000 | 30 000 | 11 867 | 59 262 CHF | 23 832 CHF | 99,62% | 99,62% |
14/11/2024 | 1,72% | 2,17 CHF | 2,18 CHF | 30 000 | 20 000 | 30 000 | 11 865 | 67 337 CHF | 26 955 CHF | 99,68% | 99,68% |
13/11/2024 | 1,72% | 2,35 CHF | 2,36 CHF | 30 000 | 20 000 | 30 000 | 12 015 | 66 457 CHF | 27 256 CHF | 96,35% | 96,35% |
12/11/2024 | 1,67% | 2,16 CHF | 2,17 CHF | 30 000 | 20 000 | 30 000 | 11 865 | 67 625 CHF | 27 055 CHF | 99,69% | 99,69% |
11/11/2024 | 1,67% | 2,26 CHF | 2,27 CHF | 30 000 | 20 000 | 30 000 | 11 882 | 70 026 CHF | 28 076 CHF | 98,78% | 98,78% |
08/11/2024 | 1,91% | 2,23 CHF | 2,25 CHF | 30 000 | 20 000 | 30 000 | 11 881 | 60 990 CHF | 24 852 CHF | 99,69% | 99,69% |
07/11/2024 | 1,81% | 2,02 CHF | 2,04 CHF | 30 000 | 20 000 | 30 000 | 11 881 | 63 220 CHF | 25 278 CHF | 99,66% | 99,66% |