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 | 2,12% | 2,09 CHF | 2,14 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 455 CHF | 55 713 CHF | 100,00% | 100,00% |
19/11/2024 | 1,34% | 2,12 CHF | 2,15 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 852 CHF | 53 929 CHF | 99,99% | 99,99% |
18/11/2024 | 1,39% | 2,34 CHF | 2,37 CHF | 30 000 | 25 000 | 30 000 | 23 911 | 68 723 CHF | 55 502 CHF | 99,38% | 99,38% |
15/11/2024 | 1,19% | 2,27 CHF | 2,30 CHF | 30 000 | 25 000 | 29 957 | 24 969 | 70 254 CHF | 59 261 CHF | 99,69% | 99,69% |
14/11/2024 | 1,27% | 2,33 CHF | 2,36 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 242 CHF | 55 905 CHF | 94,35% | 94,35% |
13/11/2024 | 1,41% | 2,05 CHF | 2,08 CHF | 50 000 | 50 000 | 49 579 | 49 418 | 98 715 CHF | 99 788 CHF | 99,25% | 99,25% |
12/11/2024 | 1,35% | 1,86 CHF | 1,89 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 699 CHF | 52 116 CHF | 98,32% | 98,32% |
11/11/2024 | 1,19% | 2,33 CHF | 2,36 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 712 CHF | 59 632 CHF | 92,92% | 92,92% |
08/11/2024 | 1,33% | 2,26 CHF | 2,29 CHF | 30 000 | 25 000 | 24 798 | 21 638 | 59 731 CHF | 52 889 CHF | 88,53% | 88,53% |
07/11/2024 | 0,99% | 3,04 CHF | 3,07 CHF | 25 000 | 25 000 | 24 731 | 24 731 | 75 363 CHF | 76 106 CHF | 95,57% | 95,57% |