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 | 0,92% | 1,03 CHF | 1,04 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 21 685 CHF | 21 885 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 16 771 CHF | 16 921 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 898 CHF | 19 048 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 24 767 CHF | 24 967 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 351 CHF | 23 551 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 082 CHF | 23 282 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 1,14 CHF | 1,15 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 402 CHF | 18 552 CHF | 100,00% | 100,00% |
11/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 785 CHF | 19 935 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 986 CHF | 24 186 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 1,21 CHF | 1,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 562 CHF | 19 712 CHF | 100,00% | 100,00% |