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 | 2,04% | 1,50 CHF | 1,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 430 CHF | 37 180 CHF | 100,00% | 100,00% |
19/11/2024 | 1,88% | 1,49 CHF | 1,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 761 CHF | 38 477 CHF | 100,00% | 100,00% |
18/11/2024 | 1,92% | 1,45 CHF | 1,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 615 CHF | 36 307 CHF | 100,00% | 100,00% |
15/11/2024 | 1,82% | 1,38 CHF | 1,41 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 40 717 CHF | 41 466 CHF | 100,00% | 100,00% |
14/11/2024 | 2,02% | 1,37 CHF | 1,40 CHF | 25 000 | 25 000 | 24 887 | 24 887 | 35 072 CHF | 35 781 CHF | 100,00% | 100,00% |
13/11/2024 | 1,91% | 1,43 CHF | 1,46 CHF | 30 000 | 30 000 | 29 926 | 29 926 | 42 341 CHF | 43 155 CHF | 100,00% | 100,00% |
12/11/2024 | 1,89% | 1,37 CHF | 1,39 CHF | 30 000 | 30 000 | 29 934 | 29 934 | 39 431 CHF | 40 180 CHF | 100,00% | 100,00% |
11/11/2024 | 2,28% | 1,22 CHF | 1,25 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 791 CHF | 37 639 CHF | 100,00% | 100,00% |
08/11/2024 | 1,86% | 1,34 CHF | 1,37 CHF | 30 000 | 30 000 | 29 929 | 29 929 | 40 667 CHF | 41 424 CHF | 100,00% | 100,00% |
07/11/2024 | 2,20% | 1,36 CHF | 1,39 CHF | 25 000 | 25 000 | 24 890 | 24 890 | 33 264 CHF | 33 997 CHF | 100,00% | 100,00% |