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 | 1,07% | 1,41 CHF | 1,42 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 58 722 CHF | 37 094 CHF | 100,00% | 100,00% |
19/11/2024 | 1,09% | 1,44 CHF | 1,45 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 56 610 CHF | 35 769 CHF | 100,00% | 100,00% |
18/11/2024 | 1,08% | 1,49 CHF | 1,51 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 173 CHF | 38 648 CHF | 93,88% | 93,88% |
15/11/2024 | 1,04% | 1,60 CHF | 1,62 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 63 162 CHF | 39 890 CHF | 100,00% | 100,00% |
14/11/2024 | 1,13% | 1,42 CHF | 1,43 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 57 417 CHF | 36 294 CHF | 99,22% | 99,22% |
13/11/2024 | 1,15% | 1,38 CHF | 1,40 CHF | 40 000 | 25 000 | 40 000 | 24 942 | 55 250 CHF | 34 849 CHF | 99,36% | 99,36% |
12/11/2024 | 1,10% | 1,39 CHF | 1,41 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 780 CHF | 39 037 CHF | 100,00% | 100,00% |
11/11/2024 | 0,94% | 1,66 CHF | 1,67 CHF | 40 000 | 25 000 | 37 573 | 25 000 | 61 810 CHF | 41 562 CHF | 100,00% | 100,00% |
08/11/2024 | 1,67% | 1,54 CHF | 1,56 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 18 838 CHF | 19 156 CHF | 86,95% | 86,95% |
07/11/2024 | 1,15% | 1,43 CHF | 1,45 CHF | 40 000 | 25 000 | 40 483 | 24 739 | 56 316 CHF | 34 893 CHF | 98,73% | 98,73% |