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 | 1,40% | 1,90 CHF | 1,91 CHF | 30 000 | 7 500 | 30 000 | 5 269 | 62 480 CHF | 10 982 CHF | 99,28% | 99,28% |
19/11/2024 | 1,40% | 2,07 CHF | 2,08 CHF | 30 000 | 7 500 | 30 000 | 5 276 | 62 875 CHF | 11 188 CHF | 99,36% | 99,36% |
18/11/2024 | 1,46% | 2,06 CHF | 2,07 CHF | 30 000 | 10 000 | 30 000 | 5 813 | 60 024 CHF | 11 779 CHF | 98,29% | 98,29% |
15/11/2024 | 1,53% | 1,81 CHF | 1,83 CHF | 30 000 | 10 000 | 31 075 | 5 919 | 56 469 CHF | 10 987 CHF | 87,09% | 87,09% |
14/11/2024 | 1,77% | 1,59 CHF | 1,61 CHF | 40 000 | 10 000 | 39 174 | 5 806 | 63 151 CHF | 9 453 CHF | 99,33% | 99,33% |
13/11/2024 | 1,53% | 1,73 CHF | 1,75 CHF | 30 000 | 10 000 | 30 000 | 5 901 | 55 784 CHF | 11 021 CHF | 95,94% | 95,94% |
12/11/2024 | 1,62% | 1,72 CHF | 1,73 CHF | 30 000 | 7 500 | 30 199 | 5 285 | 54 377 CHF | 9 609 CHF | 95,98% | 95,98% |
11/11/2024 | 1,33% | 1,97 CHF | 1,99 CHF | 30 000 | 7 500 | 30 000 | 5 299 | 65 919 CHF | 11 675 CHF | 96,76% | 96,76% |
08/11/2024 | 1,19% | 2,23 CHF | 2,25 CHF | 30 000 | 7 500 | 22 560 | 5 610 | 55 621 CHF | 13 991 CHF | 87,55% | 87,55% |
07/11/2024 | 1,15% | 2,86 CHF | 2,88 CHF | 20 000 | 7 500 | 20 000 | 5 139 | 54 169 CHF | 14 171 CHF | 82,21% | 82,21% |