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 | 3,97% | 2,54 CHF | 2,64 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 24 703 CHF | 25 703 CHF | 54,05% | 54,05% |
19/11/2024 | 4,26% | 2,39 CHF | 2,49 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 22 975 CHF | 23 975 CHF | 99,85% | 99,85% |
18/11/2024 | 4,13% | 2,39 CHF | 2,49 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 23 734 CHF | 24 734 CHF | 99,95% | 99,95% |
15/11/2024 | 3,98% | 2,20 CHF | 2,30 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 24 740 CHF | 25 740 CHF | 100,00% | 100,00% |
14/11/2024 | 3,72% | 2,65 CHF | 2,75 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 26 419 CHF | 27 419 CHF | 97,63% | 97,63% |
13/11/2024 | 3,53% | 2,66 CHF | 2,76 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 27 853 CHF | 28 853 CHF | 99,95% | 99,95% |
12/11/2024 | 3,21% | 2,88 CHF | 2,98 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 30 622 CHF | 31 622 CHF | 99,84% | 99,84% |
11/11/2024 | 3,29% | 3,00 CHF | 3,10 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 29 914 CHF | 30 914 CHF | 99,81% | 99,81% |
08/11/2024 | 3,35% | 2,99 CHF | 3,09 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 29 390 CHF | 30 390 CHF | 99,88% | 99,88% |
07/11/2024 | 3,60% | 2,80 CHF | 2,90 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 27 271 CHF | 28 271 CHF | 99,91% | 99,91% |