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 | 1,30% | 1,72 CHF | 1,74 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 52 525 CHF | 17 738 CHF | 100,00% | 100,00% |
19/11/2024 | 1,41% | 1,71 CHF | 1,74 CHF | 30 000 | 10 000 | 33 117 | 10 000 | 55 280 CHF | 16 959 CHF | 99,99% | 99,99% |
18/11/2024 | 1,61% | 1,68 CHF | 1,71 CHF | 30 000 | 10 000 | 38 123 | 9 445 | 62 792 CHF | 15 820 CHF | 99,43% | 99,43% |
15/11/2024 | 1,53% | 1,61 CHF | 1,64 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 63 847 CHF | 16 207 CHF | 94,50% | 94,50% |
14/11/2024 | 1,22% | 1,77 CHF | 1,79 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 55 219 CHF | 18 632 CHF | 99,44% | 99,44% |
13/11/2024 | 1,29% | 1,86 CHF | 1,88 CHF | 30 000 | 10 000 | 30 000 | 9 982 | 54 495 CHF | 18 367 CHF | 97,60% | 97,60% |
12/11/2024 | 1,27% | 1,83 CHF | 1,85 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 55 171 CHF | 18 626 CHF | 98,69% | 98,69% |
11/11/2024 | 1,27% | 1,84 CHF | 1,87 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 54 130 CHF | 18 274 CHF | 66,13% | 66,13% |
08/11/2024 | 1,45% | 1,67 CHF | 1,69 CHF | 30 000 | 10 000 | 35 497 | 10 000 | 58 625 CHF | 16 792 CHF | 90,93% | 90,93% |
07/11/2024 | 1,39% | 1,62 CHF | 1,64 CHF | 40 000 | 10 000 | 39 991 | 9 975 | 65 083 CHF | 16 463 CHF | 32,18% | 32,18% |