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 | 1,69% | 3,02 CHF | 3,05 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 57 396 CHF | 8 783 CHF | 99,68% | 99,68% |
19/11/2024 | 1,73% | 2,72 CHF | 2,75 CHF | 20 000 | 5 000 | 20 000 | 2 980 | 54 741 CHF | 8 304 CHF | 99,69% | 99,69% |
18/11/2024 | 1,49% | 2,97 CHF | 3,00 CHF | 20 000 | 5 000 | 20 000 | 2 984 | 63 067 CHF | 9 502 CHF | 98,88% | 98,88% |
15/11/2024 | 1,65% | 3,05 CHF | 3,07 CHF | 20 000 | 5 000 | 20 000 | 3 015 | 56 559 CHF | 8 743 CHF | 96,24% | 96,24% |
14/11/2024 | 1,66% | 2,68 CHF | 2,71 CHF | 20 000 | 5 000 | 20 031 | 2 979 | 56 112 CHF | 8 387 CHF | 99,68% | 99,68% |
13/11/2024 | 1,90% | 2,92 CHF | 2,95 CHF | 20 000 | 5 000 | 25 795 | 3 008 | 64 890 CHF | 7 917 CHF | 96,82% | 96,82% |
12/11/2024 | 1,91% | 2,71 CHF | 2,73 CHF | 20 000 | 5 000 | 22 811 | 2 980 | 58 217 CHF | 7 789 CHF | 99,62% | 99,62% |
11/11/2024 | 2,54% | 2,35 CHF | 2,38 CHF | 30 000 | 5 000 | 30 000 | 2 873 | 61 403 CHF | 6 177 CHF | 99,68% | 99,68% |
08/11/2024 | 3,48% | 1,63 CHF | 1,66 CHF | 40 000 | 5 000 | 39 654 | 2 880 | 58 039 CHF | 4 481 CHF | 99,41% | 99,41% |
07/11/2024 | 2,30% | 1,70 CHF | 1,73 CHF | 30 000 | 5 000 | 30 039 | 2 979 | 62 441 CHF | 6 157 CHF | 99,09% | 99,09% |