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 | 2,01% | 1,35 CHF | 1,38 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 59 139 CHF | 60 339 CHF | 100,00% | 100,00% |
19/11/2024 | 2,15% | 1,47 CHF | 1,50 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 55 409 CHF | 56 609 CHF | 100,00% | 100,00% |
18/11/2024 | 1,95% | 1,60 CHF | 1,63 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 60 945 CHF | 62 145 CHF | 98,99% | 98,99% |
15/11/2024 | 1,88% | 1,40 CHF | 1,43 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 63 317 CHF | 64 517 CHF | 100,00% | 100,00% |
14/11/2024 | 1,66% | 1,86 CHF | 1,89 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 71 914 CHF | 73 114 CHF | 100,00% | 100,00% |
13/11/2024 | 1,68% | 1,75 CHF | 1,78 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 71 008 CHF | 72 208 CHF | 99,88% | 99,88% |
12/11/2024 | 1,44% | 1,94 CHF | 1,97 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 82 561 CHF | 83 761 CHF | 100,00% | 100,00% |
11/11/2024 | 1,35% | 2,23 CHF | 2,26 CHF | 40 000 | 40 000 | 39 981 | 39 981 | 88 416 CHF | 89 616 CHF | 100,00% | 100,00% |
08/11/2024 | 1,51% | 1,98 CHF | 2,01 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 78 780 CHF | 79 980 CHF | 100,00% | 100,00% |
07/11/2024 | 1,42% | 2,14 CHF | 2,17 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 83 901 CHF | 85 101 CHF | 99,67% | 99,67% |