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 | 2,40% | 1,31 CHF | 1,34 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 572 CHF | 27 949 CHF | 100,00% | 100,00% |
19/11/2024 | 2,58% | 1,32 CHF | 1,35 CHF | 40 000 | 20 000 | 40 001 | 20 000 | 52 283 CHF | 26 824 CHF | 100,00% | 100,00% |
18/11/2024 | 2,94% | 1,32 CHF | 1,36 CHF | 40 000 | 20 000 | 40 000 | 17 243 | 52 120 CHF | 23 136 CHF | 100,00% | 100,00% |
15/11/2024 | 2,36% | 1,35 CHF | 1,39 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 54 772 CHF | 28 041 CHF | 100,00% | 100,00% |
14/11/2024 | 2,29% | 1,43 CHF | 1,46 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 56 200 CHF | 28 749 CHF | 99,22% | 99,22% |
13/11/2024 | 2,55% | 1,35 CHF | 1,38 CHF | 40 000 | 20 000 | 40 000 | 19 750 | 52 644 CHF | 26 668 CHF | 99,36% | 99,36% |
12/11/2024 | 2,44% | 1,34 CHF | 1,38 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 55 314 CHF | 28 341 CHF | 100,00% | 100,00% |
11/11/2024 | 2,27% | 1,43 CHF | 1,46 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 59 738 CHF | 30 555 CHF | 100,00% | 100,00% |
08/11/2024 | 2,31% | 1,43 CHF | 1,46 CHF | 40 000 | 20 000 | 40 000 | 20 000 | 56 916 CHF | 29 124 CHF | 100,00% | 100,00% |
07/11/2024 | 2,36% | 1,39 CHF | 1,43 CHF | 40 000 | 20 000 | 40 000 | 19 349 | 56 048 CHF | 27 784 CHF | 98,73% | 98,73% |