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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,15% | 1,40 CHF | 1,42 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 55 111 CHF | 34 843 CHF | 100,00% | 100,00% |
20/11/2024 | 1,14% | 1,31 CHF | 1,32 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 54 760 CHF | 34 619 CHF | 100,00% | 100,00% |
19/11/2024 | 1,14% | 1,34 CHF | 1,35 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 52 661 CHF | 33 290 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 1,39 CHF | 1,41 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 238 CHF | 36 169 CHF | 93,88% | 93,88% |
15/11/2024 | 1,12% | 1,50 CHF | 1,52 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 59 220 CHF | 37 429 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 1,32 CHF | 1,33 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 53 468 CHF | 33 813 CHF | 99,22% | 99,22% |
13/11/2024 | 1,21% | 1,28 CHF | 1,30 CHF | 40 000 | 25 000 | 40 000 | 24 942 | 51 303 CHF | 32 382 CHF | 99,36% | 99,36% |
12/11/2024 | 1,12% | 1,29 CHF | 1,31 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 862 CHF | 36 570 CHF | 100,00% | 100,00% |
11/11/2024 | 1,06% | 1,56 CHF | 1,57 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 910 CHF | 39 106 CHF | 100,00% | 100,00% |
08/11/2024 | 1,77% | 1,44 CHF | 1,46 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 17 607 CHF | 17 922 CHF | 86,95% | 86,95% |