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 | 2,64% | 1,22 CHF | 1,25 CHF | 50 000 | 20 000 | 43 485 | 20 000 | 55 178 CHF | 26 142 CHF | 100,00% | 100,00% |
19/11/2024 | 2,69% | 1,23 CHF | 1,26 CHF | 50 000 | 20 000 | 48 675 | 20 000 | 59 199 CHF | 25 018 CHF | 100,00% | 100,00% |
18/11/2024 | 3,12% | 1,23 CHF | 1,27 CHF | 50 000 | 20 000 | 50 000 | 17 243 | 60 690 CHF | 21 588 CHF | 100,00% | 100,00% |
15/11/2024 | 2,57% | 1,26 CHF | 1,30 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 51 144 CHF | 26 237 CHF | 100,00% | 100,00% |
14/11/2024 | 2,43% | 1,33 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 567 CHF | 26 930 CHF | 99,22% | 99,22% |
13/11/2024 | 2,66% | 1,26 CHF | 1,29 CHF | 40 000 | 20 000 | 47 821 | 19 750 | 58 615 CHF | 24 891 CHF | 99,36% | 99,36% |
12/11/2024 | 2,58% | 1,25 CHF | 1,29 CHF | 40 000 | 20 000 | 40 006 | 20 000 | 51 705 CHF | 26 523 CHF | 100,00% | 100,00% |
11/11/2024 | 2,28% | 1,34 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 56 079 CHF | 28 687 CHF | 100,00% | 100,00% |
08/11/2024 | 2,38% | 1,34 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 307 CHF | 27 297 CHF | 100,00% | 100,00% |
07/11/2024 | 2,57% | 1,30 CHF | 1,34 CHF | 40 000 | 20 000 | 40 000 | 19 349 | 52 414 CHF | 26 039 CHF | 98,73% | 98,73% |