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 | 3,66% | 0,98 CHF | 1,01 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 3 005 CHF | 3 117 CHF | 100,00% | 100,00% |
19/11/2024 | 3,72% | 0,97 CHF | 1,01 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 2 860 CHF | 2 969 CHF | 100,00% | 100,00% |
18/11/2024 | 3,65% | 1,04 CHF | 1,07 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 3 113 CHF | 3 229 CHF | 100,00% | 100,00% |
15/11/2024 | 3,53% | 1,06 CHF | 1,10 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 3 130 CHF | 3 243 CHF | 100,00% | 100,00% |
14/11/2024 | 3,77% | 1,02 CHF | 1,06 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 2 993 CHF | 3 108 CHF | 100,00% | 100,00% |
13/11/2024 | 3,57% | 0,97 CHF | 1,00 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 2 889 CHF | 2 994 CHF | 100,00% | 100,00% |
12/11/2024 | 3,99% | 0,95 CHF | 0,99 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 2 862 CHF | 2 978 CHF | 100,00% | 100,00% |
11/11/2024 | 3,61% | 1,08 CHF | 1,12 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 3 396 CHF | 3 521 CHF | 100,00% | 100,00% |
08/11/2024 | 3,65% | 1,08 CHF | 1,12 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 3 102 CHF | 3 217 CHF | 100,00% | 100,00% |
07/11/2024 | 3,31% | 1,02 CHF | 1,05 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 3 076 CHF | 3 180 CHF | 100,00% | 100,00% |