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 | 2,51% | 2,52 CHF | 2,58 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 35 571 CHF | 36 471 CHF | 99,46% | 99,46% |
19/11/2024 | 2,29% | 2,25 CHF | 2,31 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 39 125 CHF | 40 025 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 2,84 CHF | 2,90 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 48 693 CHF | 49 593 CHF | 99,29% | 99,29% |
15/11/2024 | 1,65% | 3,58 CHF | 3,64 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 54 245 CHF | 55 145 CHF | 100,00% | 100,00% |
14/11/2024 | 1,44% | 4,14 CHF | 4,20 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 62 257 CHF | 63 157 CHF | 100,00% | 100,00% |
13/11/2024 | 1,57% | 3,90 CHF | 3,96 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 56 785 CHF | 57 685 CHF | 100,00% | 100,00% |
12/11/2024 | 1,68% | 3,83 CHF | 3,89 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 53 165 CHF | 54 065 CHF | 99,79% | 99,79% |
11/11/2024 | 1,95% | 3,14 CHF | 3,20 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 45 670 CHF | 46 570 CHF | 99,77% | 99,77% |
08/11/2024 | 2,16% | 2,97 CHF | 3,03 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 41 187 CHF | 42 087 CHF | 99,16% | 99,16% |
07/11/2024 | 2,63% | 2,24 CHF | 2,30 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 33 853 CHF | 34 753 CHF | 100,00% | 100,00% |