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 | 1,98% | 1,15 CHF | 1,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 751 CHF | 36 467 CHF | 100,00% | 100,00% |
19/11/2024 | 2,09% | 1,17 CHF | 1,19 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 389 CHF | 35 116 CHF | 100,00% | 100,00% |
18/11/2024 | 2,07% | 1,21 CHF | 1,23 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 36 867 CHF | 37 637 CHF | 100,00% | 100,00% |
15/11/2024 | 2,00% | 1,27 CHF | 1,29 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 38 932 CHF | 39 718 CHF | 100,00% | 100,00% |
14/11/2024 | 2,00% | 1,28 CHF | 1,31 CHF | 30 000 | 30 000 | 29 865 | 29 865 | 37 314 CHF | 38 060 CHF | 100,00% | 100,00% |
13/11/2024 | 2,08% | 1,23 CHF | 1,25 CHF | 30 000 | 30 000 | 29 933 | 29 933 | 37 370 CHF | 38 152 CHF | 100,00% | 100,00% |
12/11/2024 | 1,82% | 1,28 CHF | 1,31 CHF | 25 000 | 25 000 | 24 945 | 24 945 | 33 795 CHF | 34 412 CHF | 100,00% | 100,00% |
11/11/2024 | 1,90% | 1,47 CHF | 1,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 43 916 CHF | 44 758 CHF | 100,00% | 100,00% |
08/11/2024 | 1,91% | 1,36 CHF | 1,38 CHF | 30 000 | 30 000 | 29 934 | 29 934 | 40 150 CHF | 40 918 CHF | 100,00% | 100,00% |
07/11/2024 | 1,75% | 1,34 CHF | 1,37 CHF | 30 000 | 30 000 | 29 864 | 29 864 | 40 913 CHF | 41 627 CHF | 100,00% | 100,00% |