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 | 0,95% | 3,04 CHF | 3,07 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 44 995 CHF | 45 424 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 3,00 CHF | 3,03 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 44 914 CHF | 45 313 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 2,92 CHF | 2,95 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 812 CHF | 44 199 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 2,91 CHF | 2,94 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 111 CHF | 43 472 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 2,83 CHF | 2,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 014 CHF | 43 371 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 2,93 CHF | 2,95 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 690 CHF | 44 052 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 2,92 CHF | 2,94 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 028 CHF | 43 352 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 2,73 CHF | 2,76 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 41 593 CHF | 41 927 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 2,80 CHF | 2,82 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 41 809 CHF | 42 129 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 2,69 CHF | 2,71 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 40 236 CHF | 40 559 CHF | 100,00% | 100,00% |