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% | 1,46 CHF | 1,48 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 727 CHF | 36 448 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 1,40 CHF | 1,42 CHF | 40 000 | 25 000 | 36 376 | 23 353 | 54 633 CHF | 35 526 CHF | 94,92% | 94,92% |
18/11/2024 | 0,90% | 1,69 CHF | 1,71 CHF | 30 000 | 25 000 | 34 623 | 25 000 | 57 750 CHF | 42 119 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 1,68 CHF | 1,69 CHF | 30 000 | 25 000 | 30 475 | 25 000 | 51 519 CHF | 42 682 CHF | 100,00% | 100,00% |
14/11/2024 | 0,92% | 1,76 CHF | 1,78 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 269 CHF | 43 960 CHF | 99,44% | 99,44% |
13/11/2024 | 0,93% | 1,73 CHF | 1,74 CHF | 30 000 | 25 000 | 33 306 | 24 964 | 55 997 CHF | 42 470 CHF | 98,88% | 98,88% |
12/11/2024 | 0,91% | 1,81 CHF | 1,83 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 55 591 CHF | 46 750 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 1,90 CHF | 1,92 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 527 CHF | 49 192 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 1,88 CHF | 1,89 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 55 614 CHF | 46 749 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,83 CHF | 1,85 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 56 603 CHF | 47 105 CHF | 99,06% | 99,06% |