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 | 1,50% | 1,33 CHF | 1,35 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 53 093 CHF | 53 893 CHF | 100,00% | 100,00% |
19/11/2024 | 1,53% | 1,32 CHF | 1,34 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 51 866 CHF | 52 666 CHF | 100,00% | 100,00% |
18/11/2024 | 1,66% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 855 CHF | 60 855 CHF | 100,00% | 100,00% |
15/11/2024 | 1,73% | 1,17 CHF | 1,19 CHF | 40 000 | 40 000 | 40 681 | 40 681 | 48 236 CHF | 49 053 CHF | 99,97% | 99,97% |
14/11/2024 | 1,56% | 1,32 CHF | 1,34 CHF | 40 000 | 40 000 | 39 630 | 39 630 | 51 082 CHF | 51 876 CHF | 99,94% | 99,94% |
13/11/2024 | 4,13% | 1,26 CHF | 1,28 CHF | 40 000 | 40 000 | 19 979 | 19 979 | 25 365 CHF | 26 221 CHF | 100,00% | 100,00% |
12/11/2024 | 1,39% | 1,39 CHF | 1,41 CHF | 40 000 | 40 000 | 39 991 | 39 991 | 57 160 CHF | 57 960 CHF | 100,00% | 100,00% |
11/11/2024 | 1,30% | 1,51 CHF | 1,53 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 61 029 CHF | 61 829 CHF | 100,00% | 100,00% |
08/11/2024 | 1,43% | 1,41 CHF | 1,43 CHF | 40 000 | 40 000 | 39 322 | 39 322 | 56 123 CHF | 56 917 CHF | 99,20% | 99,20% |
07/11/2024 | 1,39% | 1,42 CHF | 1,44 CHF | 40 000 | 40 000 | 39 440 | 39 440 | 57 327 CHF | 58 117 CHF | 99,69% | 99,69% |