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 | 2,50% | 1,25 CHF | 1,28 CHF | 40 000 | 20 000 | 40 410 | 20 000 | 52 740 CHF | 26 777 CHF | 100,00% | 100,00% |
19/11/2024 | 2,53% | 1,26 CHF | 1,29 CHF | 40 000 | 20 000 | 44 745 | 20 000 | 55 920 CHF | 25 672 CHF | 100,00% | 100,00% |
18/11/2024 | 2,95% | 1,27 CHF | 1,30 CHF | 40 000 | 20 000 | 43 353 | 17 243 | 54 043 CHF | 22 157 CHF | 100,00% | 100,00% |
15/11/2024 | 2,45% | 1,30 CHF | 1,33 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 425 CHF | 26 862 CHF | 100,00% | 100,00% |
14/11/2024 | 2,37% | 1,36 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 53 804 CHF | 27 546 CHF | 99,22% | 99,22% |
13/11/2024 | 2,36% | 1,29 CHF | 1,33 CHF | 40 000 | 20 000 | 42 470 | 19 750 | 53 479 CHF | 25 503 CHF | 99,36% | 99,36% |
12/11/2024 | 2,47% | 1,29 CHF | 1,32 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 52 981 CHF | 27 153 CHF | 100,00% | 100,00% |
11/11/2024 | 2,24% | 1,37 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 57 250 CHF | 29 273 CHF | 100,00% | 100,00% |
08/11/2024 | 2,40% | 1,37 CHF | 1,40 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 516 CHF | 27 920 CHF | 100,00% | 100,00% |
07/11/2024 | 2,55% | 1,33 CHF | 1,37 CHF | 40 000 | 20 000 | 40 000 | 19 349 | 53 659 CHF | 26 648 CHF | 98,73% | 98,73% |