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 | 1,39% | 1,91 CHF | 1,92 CHF | 30 000 | 7 500 | 30 000 | 5 269 | 62 777 CHF | 11 033 CHF | 99,34% | 99,34% |
19/11/2024 | 1,39% | 2,08 CHF | 2,09 CHF | 30 000 | 7 500 | 30 000 | 5 276 | 63 172 CHF | 11 238 CHF | 99,40% | 99,40% |
18/11/2024 | 1,44% | 2,07 CHF | 2,08 CHF | 30 000 | 10 000 | 30 000 | 5 812 | 60 322 CHF | 11 834 CHF | 98,34% | 98,34% |
15/11/2024 | 1,52% | 1,82 CHF | 1,84 CHF | 30 000 | 10 000 | 30 643 | 5 916 | 56 056 CHF | 11 040 CHF | 87,34% | 87,34% |
14/11/2024 | 1,76% | 1,60 CHF | 1,62 CHF | 40 000 | 10 000 | 38 514 | 5 805 | 62 435 CHF | 9 509 CHF | 99,39% | 99,39% |
13/11/2024 | 1,53% | 1,74 CHF | 1,76 CHF | 30 000 | 10 000 | 30 000 | 5 907 | 56 078 CHF | 11 091 CHF | 95,78% | 95,78% |
12/11/2024 | 1,62% | 1,73 CHF | 1,74 CHF | 30 000 | 7 500 | 30 121 | 5 284 | 54 540 CHF | 9 660 CHF | 96,05% | 96,05% |
11/11/2024 | 1,32% | 1,98 CHF | 2,00 CHF | 30 000 | 7 500 | 30 000 | 5 298 | 66 211 CHF | 11 725 CHF | 96,80% | 96,80% |
08/11/2024 | 1,19% | 2,24 CHF | 2,26 CHF | 30 000 | 7 500 | 22 428 | 5 610 | 55 506 CHF | 14 045 CHF | 87,56% | 87,56% |
07/11/2024 | 1,14% | 2,87 CHF | 2,89 CHF | 20 000 | 7 500 | 20 000 | 5 139 | 54 365 CHF | 14 220 CHF | 82,24% | 82,24% |