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 | 0,81% | 1,22 CHF | 1,23 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 114 CHF | 37 414 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 253 CHF | 32 503 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 1,35 CHF | 1,36 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 37 252 CHF | 37 552 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 1,18 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 972 CHF | 31 222 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 422 CHF | 32 672 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 1,46 CHF | 1,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 646 CHF | 29 896 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 1,44 CHF | 1,45 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 28 928 CHF | 29 078 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 32 516 CHF | 32 666 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 39 850 CHF | 40 050 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 40 861 CHF | 41 061 CHF | 100,00% | 100,00% |