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 | 1,39% | 1,59 CHF | 1,62 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 64 848 CHF | 16 439 CHF | 100,00% | 100,00% |
19/11/2024 | 1,48% | 1,58 CHF | 1,60 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 61 553 CHF | 15 618 CHF | 99,99% | 99,99% |
18/11/2024 | 1,74% | 1,54 CHF | 1,57 CHF | 40 000 | 10 000 | 40 000 | 9 445 | 60 746 CHF | 14 586 CHF | 99,43% | 99,43% |
15/11/2024 | 1,52% | 1,49 CHF | 1,52 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 58 976 CHF | 14 971 CHF | 94,50% | 94,50% |
14/11/2024 | 1,38% | 1,64 CHF | 1,66 CHF | 40 000 | 10 000 | 32 441 | 10 000 | 55 108 CHF | 17 264 CHF | 99,44% | 99,44% |
13/11/2024 | 1,41% | 1,72 CHF | 1,74 CHF | 30 000 | 10 000 | 32 939 | 9 982 | 55 305 CHF | 17 018 CHF | 97,60% | 97,60% |
12/11/2024 | 1,39% | 1,68 CHF | 1,71 CHF | 30 000 | 10 000 | 30 649 | 10 000 | 51 747 CHF | 17 126 CHF | 98,69% | 98,69% |
11/11/2024 | 1,35% | 1,69 CHF | 1,72 CHF | 30 000 | 10 000 | 34 719 | 10 000 | 57 732 CHF | 16 874 CHF | 66,13% | 66,13% |
08/11/2024 | 1,47% | 1,53 CHF | 1,56 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 60 794 CHF | 15 424 CHF | 90,93% | 90,93% |
07/11/2024 | 1,52% | 1,47 CHF | 1,49 CHF | 40 000 | 10 000 | 40 000 | 9 975 | 59 360 CHF | 15 032 CHF | 32,18% | 32,18% |