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 | 1,24% | 1,04 CHF | 1,05 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 16 597 CHF | 16 804 CHF | 100,00% | 100,00% |
19/11/2024 | 1,37% | 1,08 CHF | 1,10 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 16 086 CHF | 16 308 CHF | 100,00% | 100,00% |
18/11/2024 | 1,33% | 1,10 CHF | 1,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 16 466 CHF | 16 686 CHF | 100,00% | 100,00% |
15/11/2024 | 1,21% | 1,16 CHF | 1,17 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 17 591 CHF | 17 805 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 1,21 CHF | 1,23 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 17 731 CHF | 17 936 CHF | 100,00% | 100,00% |
13/11/2024 | 1,16% | 1,17 CHF | 1,19 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 16 836 CHF | 17 032 CHF | 100,00% | 100,00% |
12/11/2024 | 1,22% | 1,10 CHF | 1,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 029 CHF | 18 250 CHF | 100,00% | 100,00% |
11/11/2024 | 1,13% | 1,25 CHF | 1,27 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 978 CHF | 19 194 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 1,21 CHF | 1,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 039 CHF | 18 255 CHF | 100,00% | 100,00% |
07/11/2024 | 1,09% | 1,23 CHF | 1,24 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 081 CHF | 18 279 CHF | 100,00% | 100,00% |