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 | 0,78% | 1,23 CHF | 1,24 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 44 714 CHF | 45 064 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 43 078 CHF | 43 428 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 43 206 CHF | 43 556 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 38 655 CHF | 38 955 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 46 225 CHF | 46 575 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 42 879 CHF | 43 229 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 1,26 CHF | 1,27 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 39 231 CHF | 39 531 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 43 551 CHF | 43 851 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 42 535 CHF | 42 835 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 1,51 CHF | 1,52 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 46 447 CHF | 46 747 CHF | 100,00% | 100,00% |