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 | 1,19% | 1,94 CHF | 1,97 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 59 257 CHF | 19 989 CHF | 100,00% | 100,00% |
19/11/2024 | 1,20% | 1,93 CHF | 1,96 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 56 670 CHF | 19 118 CHF | 99,99% | 99,99% |
18/11/2024 | 1,37% | 1,89 CHF | 1,92 CHF | 30 000 | 10 000 | 30 000 | 9 445 | 56 102 CHF | 17 895 CHF | 99,43% | 99,43% |
15/11/2024 | 1,34% | 1,84 CHF | 1,87 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 54 638 CHF | 18 459 CHF | 94,50% | 94,50% |
14/11/2024 | 1,13% | 2,00 CHF | 2,02 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 61 903 CHF | 20 869 CHF | 99,44% | 99,44% |
13/11/2024 | 1,15% | 2,08 CHF | 2,10 CHF | 30 000 | 10 000 | 30 000 | 9 981 | 61 193 CHF | 20 595 CHF | 92,83% | 92,83% |
12/11/2024 | 1,13% | 2,05 CHF | 2,07 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 61 544 CHF | 20 749 CHF | 98,69% | 98,69% |
11/11/2024 | 1,08% | 2,06 CHF | 2,08 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 60 742 CHF | 20 466 CHF | 66,13% | 66,13% |
08/11/2024 | 1,24% | 1,89 CHF | 1,91 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 56 240 CHF | 18 981 CHF | 90,93% | 90,93% |
07/11/2024 | 1,26% | 1,82 CHF | 1,85 CHF | 30 000 | 10 000 | 30 000 | 9 975 | 55 140 CHF | 18 568 CHF | 32,18% | 32,18% |