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% | 1,03 CHF | 1,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 663 CHF | 24 913 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 30 225 CHF | 30 525 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 29 760 CHF | 30 060 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 28 605 CHF | 28 905 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 28 507 CHF | 28 807 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 0,96 CHF | 0,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 651 CHF | 24 901 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 1,00 CHF | 1,01 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 28 427 CHF | 28 727 CHF | 100,00% | 100,00% |
11/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 27 481 CHF | 27 781 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 28 515 CHF | 28 815 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 850 CHF | 24 100 CHF | 100,00% | 100,00% |