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 | 0,87% | 1,14 CHF | 1,15 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 493 CHF | 34 793 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,13 CHF | 1,14 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 32 436 CHF | 32 736 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 401 CHF | 33 701 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 361 CHF | 35 661 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 1,21 CHF | 1,22 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 086 CHF | 34 386 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 1,06 CHF | 1,07 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 32 798 CHF | 33 098 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 855 CHF | 29 105 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 112 CHF | 32 362 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 694 CHF | 31 944 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 750 CHF | 32 000 CHF | 100,00% | 100,00% |