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 | 1,01% | 4,15 CHF | 4,19 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 8 004 CHF | 8 085 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 3,96 CHF | 4,00 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 12 175 CHF | 12 294 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 3,85 CHF | 3,88 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 11 283 CHF | 11 392 CHF | 100,00% | 100,00% |
15/11/2024 | 1,02% | 3,55 CHF | 3,59 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 10 545 CHF | 10 653 CHF | 100,00% | 100,00% |
14/11/2024 | 1,25% | 3,50 CHF | 3,54 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 7 524 CHF | 7 618 CHF | 100,00% | 100,00% |
13/11/2024 | 1,26% | 3,94 CHF | 3,99 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 7 779 CHF | 7 878 CHF | 100,00% | 100,00% |
12/11/2024 | 1,11% | 3,93 CHF | 3,97 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 11 301 CHF | 11 427 CHF | 100,00% | 100,00% |
11/11/2024 | 1,23% | 3,41 CHF | 3,45 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 9 704 CHF | 9 824 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 3,34 CHF | 3,38 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 12 924 CHF | 13 056 CHF | 100,00% | 100,00% |
07/11/2024 | 1,17% | 2,77 CHF | 2,81 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 10 678 CHF | 10 804 CHF | 100,00% | 100,00% |