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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 24 913 CHF | 25 111 CHF | 100,00% | 100,00% |
20/11/2024 | 1,00% | 0,96 CHF | 0,97 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 19 964 CHF | 20 162 CHF | 100,00% | 100,00% |
19/11/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 16 873 CHF | 17 071 CHF | 98,76% | 98,76% |
18/11/2024 | 0,98% | 0,97 CHF | 0,98 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 20 363 CHF | 20 561 CHF | 100,00% | 100,00% |
15/11/2024 | 0,95% | 1,08 CHF | 1,09 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 20 988 CHF | 21 188 CHF | 70,18% | 70,18% |
14/11/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 20 680 CHF | 20 879 CHF | 100,00% | 100,00% |
13/11/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 20 038 CHF | 20 236 CHF | 99,26% | 99,26% |
12/11/2024 | 0,92% | 1,05 CHF | 1,06 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 21 662 CHF | 21 860 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 20 000 | 20 000 | 19 650 | 19 650 | 23 767 CHF | 23 964 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 1,20 CHF | 1,21 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 23 477 CHF | 23 676 CHF | 100,00% | 100,00% |