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 | 4,08% | 2,74 CHF | 2,85 CHF | 20 000 | 7 500 | 20 137 | 7 500 | 54 612 CHF | 21 198 CHF | 100,00% | 100,00% |
19/11/2024 | 3,86% | 3,01 CHF | 3,14 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 66 565 CHF | 17 295 CHF | 84,94% | 84,94% |
18/11/2024 | 3,51% | 3,35 CHF | 3,46 CHF | 20 000 | 7 500 | 20 032 | 7 500 | 66 836 CHF | 25 921 CHF | 99,54% | 99,54% |
15/11/2024 | 2,31% | 3,26 CHF | 3,32 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 25 834 CHF | 26 429 CHF | 77,20% | 77,20% |
14/11/2024 | 3,52% | 1,66 CHF | 1,72 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 16 950 CHF | 17 556 CHF | 99,44% | 99,44% |
13/11/2024 | 3,25% | 1,68 CHF | 1,74 CHF | 10 000 | 10 000 | 9 982 | 9 982 | 18 321 CHF | 18 923 CHF | 98,88% | 98,88% |
12/11/2024 | 4,06% | 1,56 CHF | 1,63 CHF | 40 000 | 10 000 | 35 126 | 10 000 | 57 330 CHF | 17 171 CHF | 88,40% | 88,40% |
11/11/2024 | 4,21% | 1,81 CHF | 1,88 CHF | 30 000 | 10 000 | 31 624 | 10 000 | 54 772 CHF | 18 109 CHF | 98,45% | 98,45% |
08/11/2024 | 3,58% | 2,01 CHF | 2,09 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 63 825 CHF | 22 049 CHF | 100,00% | 100,00% |
07/11/2024 | 4,82% | 2,07 CHF | 2,17 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 61 405 CHF | 16 108 CHF | 39,69% | 39,69% |