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 | 3,75% | 1,11 CHF | 1,14 CHF | 50 000 | 5 000 | 45 127 | 2 980 | 55 467 CHF | 3 736 CHF | 99,68% | 99,68% |
19/11/2024 | 3,43% | 1,40 CHF | 1,42 CHF | 40 000 | 5 000 | 40 000 | 2 980 | 54 477 CHF | 4 179 CHF | 99,68% | 99,68% |
18/11/2024 | 4,83% | 1,16 CHF | 1,19 CHF | 50 000 | 5 000 | 57 229 | 2 984 | 54 815 CHF | 3 052 CHF | 98,88% | 98,88% |
15/11/2024 | 3,49% | 1,11 CHF | 1,14 CHF | 50 000 | 5 000 | 41 750 | 3 015 | 54 465 CHF | 4 007 CHF | 96,23% | 96,23% |
14/11/2024 | 3,57% | 1,48 CHF | 1,50 CHF | 40 000 | 5 000 | 40 960 | 2 979 | 54 776 CHF | 4 223 CHF | 99,68% | 99,68% |
13/11/2024 | 2,93% | 1,23 CHF | 1,26 CHF | 50 000 | 5 000 | 36 086 | 3 009 | 56 682 CHF | 4 781 CHF | 96,81% | 96,81% |
12/11/2024 | 3,12% | 1,45 CHF | 1,47 CHF | 40 000 | 5 000 | 38 497 | 2 980 | 59 849 CHF | 4 797 CHF | 99,61% | 99,61% |
11/11/2024 | 2,38% | 1,81 CHF | 1,83 CHF | 30 000 | 5 000 | 30 000 | 2 874 | 62 605 CHF | 5 980 CHF | 99,68% | 99,68% |
08/11/2024 | 1,91% | 2,52 CHF | 2,54 CHF | 20 000 | 5 000 | 21 272 | 2 880 | 55 890 CHF | 7 644 CHF | 99,42% | 99,42% |
07/11/2024 | 2,44% | 2,43 CHF | 2,45 CHF | 30 000 | 5 000 | 30 000 | 2 979 | 61 099 CHF | 6 375 CHF | 99,09% | 99,09% |