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 | 1,08% | 1,39 CHF | 1,41 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 58 044 CHF | 36 673 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 1,42 CHF | 1,44 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 55 924 CHF | 35 348 CHF | 100,00% | 100,00% |
18/11/2024 | 1,06% | 1,47 CHF | 1,49 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 60 527 CHF | 38 231 CHF | 93,88% | 93,88% |
15/11/2024 | 0,97% | 1,59 CHF | 1,60 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 62 522 CHF | 39 456 CHF | 100,00% | 100,00% |
14/11/2024 | 1,06% | 1,40 CHF | 1,41 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 56 748 CHF | 35 844 CHF | 99,22% | 99,22% |
13/11/2024 | 1,22% | 1,36 CHF | 1,38 CHF | 40 000 | 25 000 | 40 000 | 24 942 | 54 541 CHF | 34 427 CHF | 99,36% | 99,36% |
12/11/2024 | 1,00% | 1,38 CHF | 1,39 CHF | 40 000 | 25 000 | 40 000 | 25 000 | 61 168 CHF | 38 612 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 1,64 CHF | 1,66 CHF | 40 000 | 25 000 | 39 810 | 25 000 | 64 837 CHF | 41 137 CHF | 100,00% | 100,00% |
08/11/2024 | 1,70% | 1,52 CHF | 1,55 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 18 624 CHF | 18 943 CHF | 86,95% | 86,95% |
07/11/2024 | 1,16% | 1,42 CHF | 1,43 CHF | 40 000 | 25 000 | 40 605 | 24 739 | 55 766 CHF | 34 466 CHF | 98,73% | 98,73% |