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 | 2,50% | 1,61 CHF | 1,62 CHF | 40 000 | 25 000 | 40 000 | 12 934 | 61 610 CHF | 20 432 CHF | 99,64% | 99,64% |
19/11/2024 | 2,42% | 1,59 CHF | 1,61 CHF | 40 000 | 25 000 | 40 000 | 12 934 | 62 785 CHF | 20 828 CHF | 99,61% | 99,61% |
18/11/2024 | 2,42% | 1,57 CHF | 1,58 CHF | 40 000 | 25 000 | 40 000 | 12 932 | 62 910 CHF | 20 841 CHF | 99,65% | 99,65% |
15/11/2024 | 2,47% | 1,59 CHF | 1,60 CHF | 40 000 | 20 000 | 40 000 | 11 868 | 62 012 CHF | 18 866 CHF | 99,57% | 99,57% |
14/11/2024 | 2,91% | 1,39 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 11 866 | 51 581 CHF | 15 826 CHF | 99,65% | 99,65% |
13/11/2024 | 2,69% | 1,19 CHF | 1,21 CHF | 50 000 | 20 000 | 41 725 | 12 217 | 53 909 CHF | 16 039 CHF | 92,22% | 92,22% |
12/11/2024 | 3,06% | 1,38 CHF | 1,39 CHF | 40 000 | 20 000 | 47 151 | 11 866 | 59 048 CHF | 15 441 CHF | 99,66% | 99,66% |
11/11/2024 | 3,28% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 49 329 | 11 883 | 57 504 CHF | 14 400 CHF | 98,73% | 98,73% |
08/11/2024 | 2,55% | 1,27 CHF | 1,28 CHF | 40 000 | 20 000 | 40 000 | 11 882 | 57 594 CHF | 17 275 CHF | 99,66% | 99,66% |
07/11/2024 | 2,80% | 1,48 CHF | 1,49 CHF | 40 000 | 20 000 | 40 000 | 11 882 | 55 100 CHF | 16 966 CHF | 99,64% | 99,64% |