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 | 1,34% | 1,77 CHF | 1,79 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 53 853 CHF | 18 193 CHF | 100,00% | 100,00% |
19/11/2024 | 1,35% | 1,75 CHF | 1,78 CHF | 30 000 | 10 000 | 30 714 | 10 000 | 52 501 CHF | 17 339 CHF | 99,99% | 99,99% |
18/11/2024 | 1,52% | 1,72 CHF | 1,74 CHF | 30 000 | 10 000 | 31 039 | 9 445 | 52 469 CHF | 16 211 CHF | 99,43% | 99,43% |
15/11/2024 | 1,35% | 1,67 CHF | 1,69 CHF | 30 000 | 10 000 | 38 416 | 10 000 | 63 156 CHF | 16 678 CHF | 94,50% | 94,50% |
14/11/2024 | 1,22% | 1,82 CHF | 1,84 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 56 431 CHF | 19 042 CHF | 99,44% | 99,44% |
13/11/2024 | 1,26% | 1,90 CHF | 1,92 CHF | 30 000 | 10 000 | 30 000 | 9 981 | 55 735 CHF | 18 778 CHF | 94,41% | 94,41% |
12/11/2024 | 1,28% | 1,86 CHF | 1,89 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 56 021 CHF | 18 915 CHF | 98,69% | 98,69% |
11/11/2024 | 1,27% | 1,87 CHF | 1,90 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 55 241 CHF | 18 649 CHF | 66,13% | 66,13% |
08/11/2024 | 1,37% | 1,71 CHF | 1,73 CHF | 30 000 | 10 000 | 32 004 | 10 000 | 54 125 CHF | 17 170 CHF | 90,93% | 90,93% |
07/11/2024 | 1,39% | 1,64 CHF | 1,67 CHF | 40 000 | 10 000 | 35 898 | 9 975 | 59 422 CHF | 16 766 CHF | 32,18% | 32,18% |