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 | 2,76% | 1,34 CHF | 1,38 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 85 954 CHF | 88 354 CHF | 100,00% | 100,00% |
19/11/2024 | 2,86% | 1,44 CHF | 1,48 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 82 886 CHF | 85 286 CHF | 100,00% | 100,00% |
18/11/2024 | 2,64% | 1,56 CHF | 1,60 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 89 684 CHF | 92 084 CHF | 98,96% | 98,96% |
15/11/2024 | 2,58% | 1,39 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 643 CHF | 78 643 CHF | 100,00% | 100,00% |
14/11/2024 | 2,33% | 1,75 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 023 CHF | 87 023 CHF | 100,00% | 100,00% |
13/11/2024 | 2,34% | 1,67 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 344 CHF | 86 344 CHF | 99,87% | 99,87% |
12/11/2024 | 2,10% | 1,78 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 039 CHF | 96 039 CHF | 100,00% | 100,00% |
11/11/2024 | 1,97% | 2,05 CHF | 2,09 CHF | 50 000 | 50 000 | 49 978 | 49 978 | 100 648 CHF | 102 647 CHF | 100,00% | 100,00% |
08/11/2024 | 2,18% | 1,82 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 692 CHF | 92 692 CHF | 100,00% | 100,00% |
07/11/2024 | 2,05% | 1,96 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 405 CHF | 98 405 CHF | 99,67% | 99,67% |