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 | 1,02% | 2,02 CHF | 2,11 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 63 497 CHF | 21 382 CHF | 14,13% | 100,00% |
19/11/2024 | 1,11% | 2,02 CHF | 2,04 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 59 157 CHF | 19 939 CHF | 100,00% | 100,00% |
18/11/2024 | 1,18% | 2,00 CHF | 2,02 CHF | 30 000 | 10 000 | 26 692 | 8 897 | 53 978 CHF | 18 198 CHF | 100,00% | 100,00% |
15/11/2024 | 1,22% | 2,06 CHF | 2,08 CHF | 30 000 | 10 000 | 20 885 | 8 177 | 43 930 CHF | 17 330 CHF | 100,00% | 100,00% |
14/11/2024 | 1,08% | 2,03 CHF | 2,06 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 61 323 CHF | 20 662 CHF | 99,44% | 99,44% |
13/11/2024 | 1,09% | 2,11 CHF | 2,14 CHF | 30 000 | 10 000 | 29 812 | 9 937 | 60 408 CHF | 20 356 CHF | 98,88% | 98,88% |
12/11/2024 | 1,07% | 2,03 CHF | 2,05 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 62 252 CHF | 20 974 CHF | 100,00% | 100,00% |
11/11/2024 | 0,99% | 2,16 CHF | 2,18 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 65 982 CHF | 22 212 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 2,11 CHF | 2,13 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 63 389 CHF | 21 349 CHF | 100,00% | 100,00% |
07/11/2024 | 1,10% | 2,04 CHF | 2,06 CHF | 30 000 | 10 000 | 29 221 | 9 740 | 60 725 CHF | 20 462 CHF | 99,06% | 99,06% |