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 | 9,13% | 1,79 CHF | 1,89 CHF | 30 000 | 20 000 | 30 000 | 7 474 | 55 613 CHF | 14 729 CHF | 99,59% | 99,59% |
19/11/2024 | 8,70% | 1,94 CHF | 2,04 CHF | 30 000 | 10 000 | 30 000 | 3 737 | 58 668 CHF | 7 831 CHF | 99,61% | 99,61% |
18/11/2024 | 7,43% | 2,23 CHF | 2,33 CHF | 30 000 | 10 000 | 30 000 | 3 757 | 69 031 CHF | 9 147 CHF | 98,49% | 98,49% |
15/11/2024 | 7,10% | 2,54 CHF | 2,64 CHF | 20 000 | 10 000 | 28 175 | 3 737 | 68 235 CHF | 9 780 CHF | 99,62% | 99,62% |
14/11/2024 | 6,50% | 2,42 CHF | 2,52 CHF | 30 000 | 10 000 | 21 669 | 3 737 | 56 635 CHF | 10 028 CHF | 99,62% | 99,62% |
13/11/2024 | 7,62% | 2,48 CHF | 2,58 CHF | 30 000 | 10 000 | 29 986 | 3 774 | 67 846 CHF | 9 355 CHF | 97,56% | 97,56% |
12/11/2024 | 7,55% | 2,30 CHF | 2,40 CHF | 30 000 | 10 000 | 30 000 | 3 739 | 68 206 CHF | 9 096 CHF | 99,49% | 99,49% |
11/11/2024 | 4,72% | 2,13 CHF | 2,18 CHF | 30 000 | 20 000 | 30 000 | 7 517 | 56 238 CHF | 15 418 CHF | 98,40% | 98,40% |
08/11/2024 | 5,05% | 1,72 CHF | 1,77 CHF | 30 000 | 20 000 | 30 638 | 7 475 | 52 622 CHF | 13 380 CHF | 99,59% | 99,59% |
07/11/2024 | 5,01% | 1,65 CHF | 1,70 CHF | 40 000 | 20 000 | 36 828 | 9 227 | 60 205 CHF | 16 179 CHF | 57,43% | 57,43% |