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 | 1,59% | 3,18 CHF | 3,20 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 60 434 CHF | 9 236 CHF | 99,65% | 99,65% |
19/11/2024 | 1,64% | 2,87 CHF | 2,90 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 57 766 CHF | 8 755 CHF | 99,66% | 99,66% |
18/11/2024 | 1,42% | 3,12 CHF | 3,15 CHF | 20 000 | 5 000 | 20 000 | 2 984 | 66 088 CHF | 9 953 CHF | 98,85% | 98,85% |
15/11/2024 | 1,57% | 3,20 CHF | 3,22 CHF | 20 000 | 5 000 | 20 000 | 3 015 | 59 553 CHF | 9 195 CHF | 96,20% | 96,20% |
14/11/2024 | 1,58% | 2,83 CHF | 2,86 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 59 021 CHF | 8 833 CHF | 99,66% | 99,66% |
13/11/2024 | 1,82% | 3,07 CHF | 3,10 CHF | 20 000 | 5 000 | 20 000 | 3 003 | 53 710 CHF | 8 346 CHF | 97,32% | 97,32% |
12/11/2024 | 1,82% | 2,85 CHF | 2,88 CHF | 20 000 | 5 000 | 20 057 | 2 980 | 54 450 CHF | 8 227 CHF | 99,58% | 99,58% |
11/11/2024 | 2,35% | 2,50 CHF | 2,53 CHF | 20 000 | 5 000 | 29 539 | 2 874 | 64 618 CHF | 6 597 CHF | 99,65% | 99,65% |
08/11/2024 | 3,18% | 1,77 CHF | 1,80 CHF | 30 000 | 5 000 | 36 361 | 2 880 | 58 287 CHF | 4 894 CHF | 99,39% | 99,39% |
07/11/2024 | 2,15% | 1,84 CHF | 1,87 CHF | 30 000 | 5 000 | 30 000 | 2 979 | 66 666 CHF | 6 582 CHF | 99,07% | 99,07% |