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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,67% | 1,43 CHF | 1,54 CHF | 100 000 | 20 000 | 40 000 | 20 000 | 59 292 CHF | 29 846 CHF | 72,07% | 92,94% |
20/11/2024 | 0,67% | 1,45 CHF | 1,51 CHF | 100 000 | 20 000 | 40 000 | 20 000 | 59 537 CHF | 29 969 CHF | 31,72% | 97,17% |
19/11/2024 | 0,75% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 54 986 | 39 981 | 73 738 CHF | 54 169 CHF | 86,71% | 86,71% |
18/11/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 53 074 | 37 432 | 73 486 CHF | 52 153 CHF | 99,39% | 99,39% |
15/11/2024 | - | 1,52 CHF | - CHF | 100 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,58% |
14/11/2024 | - | 1,81 CHF | - CHF | 100 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,08% |
13/11/2024 | - | 1,81 CHF | - CHF | 100 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,66% |
12/11/2024 | - | 1,90 CHF | - CHF | 100 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,65% |
11/11/2024 | - | 1,82 CHF | - CHF | 100 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,81% |
08/11/2024 | - | 1,92 CHF | - CHF | 100 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,37% |