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 | 3,56% | 1,29 CHF | 1,34 CHF | 40 000 | 5 000 | 40 027 | 5 000 | 58 949 CHF | 7 630 CHF | 100,00% | 100,00% |
19/11/2024 | 3,99% | 1,25 CHF | 1,31 CHF | 44 577 | 5 000 | 40 043 | 5 000 | 59 535 CHF | 7 737 CHF | 56,28% | 56,28% |
18/11/2024 | 3,71% | 1,66 CHF | 1,72 CHF | 40 000 | 5 000 | 40 000 | 5 000 | 58 691 CHF | 7 613 CHF | 100,00% | 100,00% |
15/11/2024 | 4,23% | 1,52 CHF | 1,59 CHF | 40 000 | 5 000 | 25 208 | 4 088 | 41 123 CHF | 7 045 CHF | 100,00% | 100,00% |
14/11/2024 | 2,64% | 1,83 CHF | 1,87 CHF | 30 000 | 7 500 | 31 692 | 7 500 | 56 503 CHF | 13 823 CHF | 99,44% | 99,44% |
13/11/2024 | 3,74% | 1,25 CHF | 1,30 CHF | 40 000 | 5 000 | 41 236 | 4 982 | 54 889 CHF | 6 901 CHF | 98,88% | 98,88% |
12/11/2024 | 4,28% | 1,27 CHF | 1,33 CHF | 40 000 | 5 000 | 40 000 | 5 000 | 59 673 CHF | 7 785 CHF | 100,00% | 100,00% |
11/11/2024 | 3,40% | 1,80 CHF | 1,87 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 56 199 CHF | 9 690 CHF | 100,00% | 100,00% |
08/11/2024 | 4,06% | 1,83 CHF | 1,92 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 61 005 CHF | 10 587 CHF | 100,00% | 100,00% |
07/11/2024 | 2,34% | 2,36 CHF | 2,42 CHF | 30 000 | 5 000 | 25 678 | 5 000 | 63 951 CHF | 12 796 CHF | 39,69% | 39,69% |