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 | 2,41% | 2,07 CHF | 2,13 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 161 CHF | 53 916 CHF | 100,00% | 100,00% |
19/11/2024 | 2,52% | 2,11 CHF | 2,16 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 439 CHF | 52 504 CHF | 84,85% | 84,85% |
18/11/2024 | 2,56% | 2,13 CHF | 2,18 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 789 CHF | 53 682 CHF | 100,00% | 100,00% |
15/11/2024 | 2,63% | 2,19 CHF | 2,25 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 269 CHF | 57 549 CHF | 100,00% | 100,00% |
14/11/2024 | 2,34% | 2,49 CHF | 2,55 CHF | 30 000 | 25 000 | 29 991 | 25 000 | 71 329 CHF | 60 868 CHF | 99,44% | 99,44% |
13/11/2024 | 2,54% | 2,29 CHF | 2,35 CHF | 30 000 | 25 000 | 30 000 | 24 838 | 68 622 CHF | 58 276 CHF | 98,88% | 98,88% |
12/11/2024 | 2,50% | 2,39 CHF | 2,46 CHF | 30 000 | 20 000 | 29 324 | 20 000 | 72 017 CHF | 50 385 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 2,57 CHF | 2,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 849 CHF | 66 369 CHF | 100,00% | 100,00% |
08/11/2024 | 2,39% | 2,54 CHF | 2,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 367 CHF | 65 920 CHF | 99,51% | 99,51% |
07/11/2024 | 2,45% | 2,54 CHF | 2,60 CHF | 20 000 | 20 000 | 20 039 | 20 000 | 53 092 CHF | 54 310 CHF | 78,59% | 78,59% |