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 | 0,91% | 1,08 CHF | 1,09 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 38 318 CHF | 38 668 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 109 CHF | 34 409 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 1,25 CHF | 1,26 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 38 531 CHF | 38 831 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 43 630 CHF | 43 980 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 39 776 CHF | 40 126 CHF | 100,00% | 100,00% |
13/11/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 41 898 CHF | 42 298 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 36 481 CHF | 36 831 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 41 409 CHF | 41 759 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 1,13 CHF | 1,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 155 CHF | 31 405 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 639 CHF | 41 889 CHF | 100,00% | 100,00% |