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 | 1,48% | 1,75 CHF | 1,77 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 55 270 CHF | 18 698 CHF | 100,00% | 100,00% |
19/11/2024 | 1,60% | 1,76 CHF | 1,79 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 54 333 CHF | 18 403 CHF | 84,94% | 84,94% |
18/11/2024 | 1,51% | 1,93 CHF | 1,96 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 54 930 CHF | 18 589 CHF | 100,00% | 100,00% |
15/11/2024 | 1,92% | 1,86 CHF | 1,89 CHF | 30 000 | 10 000 | 20 884 | 8 177 | 39 913 CHF | 15 955 CHF | 100,00% | 100,00% |
14/11/2024 | 1,30% | 2,00 CHF | 2,02 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 59 394 CHF | 20 057 CHF | 99,44% | 99,44% |
13/11/2024 | 1,54% | 1,69 CHF | 1,72 CHF | 30 000 | 10 000 | 30 513 | 9 938 | 52 782 CHF | 17 469 CHF | 98,88% | 98,88% |
12/11/2024 | 1,62% | 1,71 CHF | 1,74 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 54 189 CHF | 18 357 CHF | 100,00% | 100,00% |
11/11/2024 | 1,44% | 1,95 CHF | 1,98 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 59 314 CHF | 20 059 CHF | 100,00% | 100,00% |
08/11/2024 | 1,59% | 1,96 CHF | 1,99 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 60 958 CHF | 20 645 CHF | 100,00% | 100,00% |
07/11/2024 | 1,22% | 2,16 CHF | 2,19 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 66 674 CHF | 22 497 CHF | 39,69% | 39,69% |