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 | 0,69% | 1,39 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 57 600 CHF | 29 000 CHF | 100,00% | 100,00% |
19/11/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 530 CHF | 27 965 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 671 CHF | 28 036 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 58 049 CHF | 29 225 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 1,54 CHF | 1,55 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 034 CHF | 29 717 CHF | 99,44% | 99,44% |
13/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 40 000 | 20 000 | 40 000 | 19 804 | 54 740 CHF | 27 305 CHF | 98,88% | 98,88% |
12/11/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 58 127 CHF | 29 264 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,58 CHF | 1,59 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 64 005 CHF | 32 203 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 513 CHF | 31 456 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 1,65 CHF | 1,66 CHF | 40 000 | 20 000 | 30 943 | 19 351 | 52 207 CHF | 32 885 CHF | 99,06% | 99,06% |