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 | 2,09% | 1,49 CHF | 1,52 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 61 967 CHF | 31 637 CHF | 100,00% | 100,00% |
19/11/2024 | 2,07% | 1,50 CHF | 1,53 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 651 CHF | 30 449 CHF | 100,00% | 100,00% |
18/11/2024 | 2,49% | 1,51 CHF | 1,54 CHF | 40 000 | 20 000 | 40 000 | 17 243 | 59 479 CHF | 26 279 CHF | 100,00% | 100,00% |
15/11/2024 | 2,13% | 1,54 CHF | 1,57 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 109 CHF | 31 722 CHF | 100,00% | 100,00% |
14/11/2024 | 2,08% | 1,61 CHF | 1,64 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 63 597 CHF | 32 468 CHF | 99,22% | 99,22% |
13/11/2024 | 2,21% | 1,54 CHF | 1,57 CHF | 40 000 | 20 000 | 40 000 | 19 750 | 59 966 CHF | 30 276 CHF | 99,36% | 99,36% |
12/11/2024 | 2,07% | 1,53 CHF | 1,56 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 62 698 CHF | 32 005 CHF | 100,00% | 100,00% |
11/11/2024 | 1,95% | 1,62 CHF | 1,65 CHF | 40 000 | 20 000 | 32 404 | 20 000 | 54 293 CHF | 34 270 CHF | 100,00% | 100,00% |
08/11/2024 | 2,05% | 1,62 CHF | 1,65 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 64 346 CHF | 32 839 CHF | 100,00% | 100,00% |
07/11/2024 | 2,10% | 1,58 CHF | 1,61 CHF | 40 000 | 20 000 | 40 000 | 19 349 | 63 409 CHF | 31 346 CHF | 98,73% | 98,73% |