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 | 1,50% | 1,53 CHF | 1,56 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 62 708 CHF | 15 914 CHF | 100,00% | 100,00% |
19/11/2024 | 1,60% | 1,53 CHF | 1,56 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 59 697 CHF | 15 165 CHF | 99,99% | 99,99% |
18/11/2024 | 1,81% | 1,50 CHF | 1,53 CHF | 40 000 | 10 000 | 40 000 | 9 445 | 58 744 CHF | 14 119 CHF | 99,43% | 99,43% |
15/11/2024 | 1,67% | 1,43 CHF | 1,46 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 56 676 CHF | 14 408 CHF | 94,50% | 94,50% |
14/11/2024 | 1,42% | 1,58 CHF | 1,61 CHF | 40 000 | 10 000 | 34 048 | 10 000 | 56 166 CHF | 16 780 CHF | 99,44% | 99,44% |
13/11/2024 | 1,45% | 1,67 CHF | 1,69 CHF | 30 000 | 10 000 | 39 343 | 9 982 | 64 096 CHF | 16 508 CHF | 97,60% | 97,60% |
12/11/2024 | 1,40% | 1,64 CHF | 1,67 CHF | 40 000 | 10 000 | 37 313 | 10 000 | 61 603 CHF | 16 759 CHF | 98,69% | 98,69% |
11/11/2024 | 1,42% | 1,66 CHF | 1,68 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 64 702 CHF | 16 408 CHF | 66,13% | 66,13% |
08/11/2024 | 1,54% | 1,48 CHF | 1,51 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 58 887 CHF | 14 950 CHF | 90,93% | 90,93% |
07/11/2024 | 1,55% | 1,43 CHF | 1,46 CHF | 40 000 | 10 000 | 40 000 | 9 975 | 57 807 CHF | 14 644 CHF | 32,18% | 32,18% |