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 | 4,38% | 1,18 CHF | 1,24 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 635 CHF | 12 156 CHF | 100,00% | 100,00% |
19/11/2024 | 4,78% | 1,11 CHF | 1,16 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 10 668 CHF | 11 190 CHF | 100,00% | 100,00% |
18/11/2024 | 4,32% | 1,11 CHF | 1,16 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 042 CHF | 11 529 CHF | 100,00% | 100,00% |
15/11/2024 | 4,73% | 1,03 CHF | 1,09 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 636 CHF | 12 197 CHF | 100,00% | 100,00% |
14/11/2024 | 2,65% | 1,26 CHF | 1,30 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 11 337 CHF | 11 641 CHF | 100,00% | 100,00% |
13/11/2024 | 2,53% | 1,27 CHF | 1,31 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 12 045 CHF | 12 353 CHF | 100,00% | 100,00% |
12/11/2024 | 2,49% | 1,39 CHF | 1,43 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 11 997 CHF | 12 299 CHF | 100,00% | 100,00% |
11/11/2024 | 2,50% | 1,46 CHF | 1,50 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 11 636 CHF | 11 931 CHF | 100,00% | 100,00% |
08/11/2024 | 2,27% | 1,46 CHF | 1,49 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 12 906 CHF | 13 202 CHF | 100,00% | 100,00% |
07/11/2024 | 2,53% | 1,36 CHF | 1,39 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 11 852 CHF | 12 155 CHF | 100,00% | 100,00% |