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 | 1,29% | 2,53 CHF | 2,54 CHF | 20 000 | 7 500 | 28 408 | 5 270 | 65 699 CHF | 12 559 CHF | 99,27% | 99,27% |
19/11/2024 | 1,30% | 2,34 CHF | 2,36 CHF | 30 000 | 7 500 | 30 000 | 5 277 | 69 109 CHF | 12 327 CHF | 99,34% | 99,34% |
18/11/2024 | 1,19% | 2,37 CHF | 2,38 CHF | 30 000 | 10 000 | 29 609 | 5 813 | 71 447 CHF | 14 198 CHF | 98,28% | 98,28% |
15/11/2024 | 1,08% | 2,62 CHF | 2,64 CHF | 20 000 | 10 000 | 20 880 | 5 921 | 54 195 CHF | 15 520 CHF | 86,93% | 86,93% |
14/11/2024 | 1,02% | 2,84 CHF | 2,86 CHF | 20 000 | 10 000 | 20 000 | 5 806 | 56 353 CHF | 16 586 CHF | 99,32% | 99,32% |
13/11/2024 | 1,11% | 2,69 CHF | 2,71 CHF | 20 000 | 10 000 | 23 570 | 5 912 | 59 696 CHF | 15 319 CHF | 95,60% | 95,60% |
12/11/2024 | 1,13% | 2,70 CHF | 2,72 CHF | 20 000 | 7 500 | 20 000 | 5 285 | 52 072 CHF | 13 973 CHF | 95,94% | 95,94% |
11/11/2024 | 1,34% | 2,44 CHF | 2,46 CHF | 30 000 | 7 500 | 30 000 | 5 299 | 66 008 CHF | 11 932 CHF | 96,74% | 96,74% |
08/11/2024 | 1,60% | 2,17 CHF | 2,19 CHF | 30 000 | 7 500 | 30 000 | 5 610 | 56 921 CHF | 10 922 CHF | 87,54% | 87,54% |
07/11/2024 | 1,84% | 1,52 CHF | 1,54 CHF | 40 000 | 7 500 | 32 899 | 5 139 | 54 906 CHF | 8 671 CHF | 82,19% | 82,19% |