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 | 1,34% | 1,48 CHF | 1,50 CHF | 17 000 | 17 000 | 16 840 | 16 840 | 25 280 CHF | 25 618 CHF | 100,00% | 100,00% |
19/11/2024 | 1,26% | 1,59 CHF | 1,61 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 23 668 CHF | 23 966 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 1,84 CHF | 1,86 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 28 489 CHF | 28 787 CHF | 100,00% | 100,00% |
15/11/2024 | 1,09% | 1,89 CHF | 1,91 CHF | 16 500 | 16 500 | 16 500 | 16 500 | 30 013 CHF | 30 343 CHF | 71,43% | 71,43% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 1,41% | 1,47 CHF | 1,49 CHF | 19 000 | 19 000 | 18 820 | 18 820 | 26 713 CHF | 27 090 CHF | 99,64% | 99,64% |
12/11/2024 | 1,42% | 1,33 CHF | 1,35 CHF | 16 000 | 16 000 | 15 850 | 15 850 | 22 409 CHF | 22 727 CHF | 100,00% | 100,00% |
11/11/2024 | 1,17% | 1,73 CHF | 1,75 CHF | 16 500 | 16 500 | 16 345 | 16 345 | 28 045 CHF | 28 372 CHF | 100,00% | 100,00% |
08/11/2024 | 2,10% | 1,60 CHF | 1,64 CHF | 9 500 | 9 500 | 9 411 | 9 411 | 17 989 CHF | 18 366 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 3,13 CHF | 3,16 CHF | 10 000 | 10 000 | 9 906 | 9 906 | 30 363 CHF | 30 661 CHF | 100,00% | 100,00% |