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 | 0,95% | 1,62 CHF | 1,64 CHF | 40 000 | 7 500 | 33 730 | 7 497 | 55 568 CHF | 12 526 CHF | 20,10% | 99,34% |
19/11/2024 | 1,98% | 1,44 CHF | 1,46 CHF | 40 000 | 7 500 | 40 000 | 5 516 | 56 927 CHF | 8 010 CHF | 71,16% | 99,41% |
18/11/2024 | 1,92% | 1,46 CHF | 1,51 CHF | 40 000 | 10 000 | 40 000 | 5 957 | 61 235 CHF | 9 293 CHF | 58,33% | 98,34% |
15/11/2024 | 1,66% | 1,72 CHF | 1,73 CHF | 30 000 | 10 000 | 33 332 | 5 916 | 56 253 CHF | 10 152 CHF | 87,39% | 87,39% |
14/11/2024 | 1,50% | 1,94 CHF | 1,95 CHF | 30 000 | 10 000 | 30 000 | 5 805 | 57 359 CHF | 11 327 CHF | 99,40% | 99,40% |
13/11/2024 | 1,71% | 1,79 CHF | 1,81 CHF | 30 000 | 10 000 | 36 420 | 5 924 | 59 570 CHF | 10 020 CHF | 95,30% | 95,30% |
12/11/2024 | 1,74% | 1,80 CHF | 1,82 CHF | 30 000 | 7 500 | 31 668 | 5 284 | 53 913 CHF | 9 225 CHF | 96,06% | 96,06% |
11/11/2024 | 2,34% | 1,54 CHF | 1,56 CHF | 40 000 | 7 500 | 42 047 | 5 298 | 54 624 CHF | 7 184 CHF | 96,80% | 96,80% |