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 | 2,34% | 1,89 CHF | 1,94 CHF | 30 000 | 7 500 | 30 000 | 7 500 | 61 905 CHF | 15 843 CHF | 100,00% | 100,00% |
19/11/2024 | 2,69% | 1,91 CHF | 1,96 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 60 223 CHF | 10 310 CHF | 84,94% | 84,94% |
18/11/2024 | 2,44% | 2,23 CHF | 2,28 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 61 497 CHF | 10 502 CHF | 100,00% | 100,00% |
15/11/2024 | 2,81% | 2,10 CHF | 2,16 CHF | 30 000 | 5 000 | 19 972 | 4 088 | 43 887 CHF | 9 295 CHF | 100,00% | 100,00% |
14/11/2024 | 1,94% | 2,36 CHF | 2,41 CHF | 30 000 | 7 500 | 28 893 | 7 500 | 67 197 CHF | 17 839 CHF | 99,44% | 99,44% |
13/11/2024 | 2,48% | 1,82 CHF | 1,87 CHF | 30 000 | 7 500 | 30 000 | 7 438 | 56 903 CHF | 14 462 CHF | 98,88% | 98,88% |
12/11/2024 | 2,69% | 1,85 CHF | 1,90 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 61 064 CHF | 10 455 CHF | 100,00% | 100,00% |
11/11/2024 | 2,32% | 2,30 CHF | 2,36 CHF | 30 000 | 5 000 | 29 887 | 5 000 | 70 494 CHF | 12 073 CHF | 100,00% | 100,00% |
08/11/2024 | 2,61% | 2,32 CHF | 2,39 CHF | 30 000 | 5 000 | 26 335 | 5 000 | 64 861 CHF | 12 711 CHF | 100,00% | 100,00% |
07/11/2024 | 1,79% | 2,73 CHF | 2,78 CHF | 20 000 | 5 000 | 20 000 | 5 000 | 56 998 CHF | 14 506 CHF | 39,69% | 39,69% |