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 | 3,53% | 1,86 CHF | 1,84 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 52 681 CHF | 18 191 CHF | 14,13% | 100,00% |
19/11/2024 | 3,26% | 1,59 CHF | 1,64 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 61 237 CHF | 15 816 CHF | 100,00% | 100,00% |
18/11/2024 | 3,83% | 1,60 CHF | 1,65 CHF | 40 000 | 10 000 | 40 000 | 9 449 | 63 383 CHF | 15 544 CHF | 100,00% | 100,00% |
15/11/2024 | 3,15% | 1,61 CHF | 1,66 CHF | 40 000 | 10 000 | 39 171 | 10 000 | 64 079 CHF | 16 889 CHF | 94,51% | 94,51% |
14/11/2024 | 3,00% | 1,69 CHF | 1,74 CHF | 30 000 | 10 000 | 30 797 | 10 000 | 52 068 CHF | 17 434 CHF | 99,22% | 99,22% |
13/11/2024 | 3,30% | 1,58 CHF | 1,63 CHF | 40 000 | 10 000 | 40 000 | 9 971 | 62 140 CHF | 16 009 CHF | 99,36% | 99,36% |
12/11/2024 | 3,15% | 1,54 CHF | 1,59 CHF | 40 000 | 10 000 | 37 028 | 10 000 | 60 551 CHF | 16 906 CHF | 100,00% | 100,00% |
11/11/2024 | 3,03% | 1,70 CHF | 1,75 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 51 466 CHF | 17 683 CHF | 100,00% | 100,00% |
08/11/2024 | 2,92% | 1,71 CHF | 1,77 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 51 932 CHF | 17 824 CHF | 100,00% | 100,00% |
07/11/2024 | 3,17% | 1,77 CHF | 1,84 CHF | 30 000 | 10 000 | 30 000 | 9 870 | 52 867 CHF | 17 955 CHF | 98,73% | 98,73% |