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 | 2,39% | 3,23 CHF | 3,31 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 9 887 CHF | 10 127 CHF | 100,00% | 100,00% |
19/11/2024 | 2,15% | 3,42 CHF | 3,49 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 10 489 CHF | 10 717 CHF | 100,00% | 100,00% |
18/11/2024 | 2,28% | 3,35 CHF | 3,43 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 10 204 CHF | 10 440 CHF | 100,00% | 100,00% |
15/11/2024 | 2,15% | 3,27 CHF | 3,33 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 9 064 CHF | 9 261 CHF | 100,00% | 100,00% |
14/11/2024 | 1,57% | 2,98 CHF | 3,02 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 12 108 CHF | 12 300 CHF | 100,00% | 100,00% |
13/11/2024 | 1,64% | 2,78 CHF | 2,82 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 10 792 CHF | 10 971 CHF | 100,00% | 100,00% |
12/11/2024 | 1,63% | 2,54 CHF | 2,58 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 12 419 CHF | 12 623 CHF | 100,00% | 100,00% |
11/11/2024 | 1,72% | 2,32 CHF | 2,36 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 11 141 CHF | 11 334 CHF | 100,00% | 100,00% |
08/11/2024 | 1,53% | 2,27 CHF | 2,30 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 12 882 CHF | 13 080 CHF | 100,00% | 100,00% |
07/11/2024 | 1,15% | 1,95 CHF | 1,98 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 16 536 CHF | 16 726 CHF | 100,00% | 100,00% |