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 | 2,04% | 2,77 CHF | 2,83 CHF | 15 000 | 15 000 | 14 994 | 15 000 | 43 644 CHF | 44 561 CHF | 99,36% | 99,36% |
19/11/2024 | 2,24% | 3,02 CHF | 3,08 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 39 940 CHF | 40 840 CHF | 99,90% | 99,90% |
18/11/2024 | 2,90% | 2,46 CHF | 2,52 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 30 840 CHF | 31 740 CHF | 99,30% | 99,30% |
15/11/2024 | 3,47% | 1,74 CHF | 1,80 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 25 559 CHF | 26 459 CHF | 100,00% | 100,00% |
14/11/2024 | 4,98% | 1,18 CHF | 1,24 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 17 644 CHF | 18 544 CHF | 100,00% | 100,00% |
13/11/2024 | 3,93% | 1,40 CHF | 1,46 CHF | 15 000 | 15 000 | 15 000 | 14 999 | 22 578 CHF | 23 477 CHF | 100,00% | 100,00% |
12/11/2024 | 3,40% | 1,46 CHF | 1,52 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 26 147 CHF | 27 047 CHF | 99,82% | 99,82% |
11/11/2024 | 2,65% | 2,14 CHF | 2,20 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 33 480 CHF | 34 380 CHF | 99,78% | 99,78% |
08/11/2024 | 2,38% | 2,28 CHF | 2,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 488 CHF | 38 388 CHF | 99,17% | 99,17% |
07/11/2024 | 1,98% | 3,01 CHF | 3,07 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 45 107 CHF | 46 007 CHF | 99,96% | 99,96% |