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 | 1,02% | 1,00 CHF | 1,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 14 591 CHF | 14 741 CHF | 100,00% | 100,00% |
19/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 14 547 CHF | 14 697 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 14 885 CHF | 15 035 CHF | 100,00% | 100,00% |
15/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 391 CHF | 15 541 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 0,99 CHF | 1,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 254 CHF | 15 405 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 418 CHF | 15 568 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 19 350 CHF | 19 550 CHF | 100,00% | 100,00% |
11/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 18 224 CHF | 18 424 CHF | 100,00% | 100,00% |
08/11/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 18 157 CHF | 18 357 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 0,91 CHF | 0,92 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 17 804 CHF | 18 004 CHF | 100,00% | 100,00% |