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 | 2,84% | 1,13 CHF | 1,16 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 59 181 CHF | 24 353 CHF | 100,00% | 100,00% |
19/11/2024 | 2,84% | 1,14 CHF | 1,17 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 56 479 CHF | 23 242 CHF | 100,00% | 100,00% |
18/11/2024 | 3,31% | 1,14 CHF | 1,18 CHF | 50 000 | 20 000 | 50 000 | 17 243 | 56 268 CHF | 20 053 CHF | 100,00% | 100,00% |
15/11/2024 | 2,66% | 1,17 CHF | 1,21 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 59 495 CHF | 24 439 CHF | 100,00% | 100,00% |
14/11/2024 | 2,57% | 1,24 CHF | 1,28 CHF | 50 000 | 20 000 | 48 567 | 20 000 | 59 432 CHF | 25 130 CHF | 99,22% | 99,22% |
13/11/2024 | 2,90% | 1,17 CHF | 1,21 CHF | 50 000 | 20 000 | 50 000 | 19 750 | 56 940 CHF | 23 157 CHF | 99,36% | 99,36% |
12/11/2024 | 2,79% | 1,16 CHF | 1,20 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 60 145 CHF | 24 738 CHF | 100,00% | 100,00% |
11/11/2024 | 2,44% | 1,25 CHF | 1,28 CHF | 40 000 | 20 000 | 40 960 | 20 000 | 53 626 CHF | 26 871 CHF | 100,00% | 100,00% |
08/11/2024 | 2,57% | 1,25 CHF | 1,28 CHF | 40 000 | 20 000 | 45 900 | 20 000 | 56 989 CHF | 25 502 CHF | 100,00% | 100,00% |
07/11/2024 | 2,76% | 1,21 CHF | 1,25 CHF | 50 000 | 20 000 | 49 898 | 19 349 | 60 940 CHF | 24 316 CHF | 98,73% | 98,73% |