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 | 1,40% | 1,91 CHF | 1,94 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 7 795 CHF | 7 905 CHF | 100,00% | 100,00% |
19/11/2024 | 1,47% | 1,95 CHF | 1,98 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 7 748 CHF | 7 862 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 1,99 CHF | 2,02 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 5 853 CHF | 5 939 CHF | 100,00% | 100,00% |
15/11/2024 | 1,42% | 2,01 CHF | 2,04 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 6 106 CHF | 6 194 CHF | 100,00% | 100,00% |
14/11/2024 | 1,99% | 2,07 CHF | 2,10 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 6 225 CHF | 6 351 CHF | 100,00% | 100,00% |
13/11/2024 | 2,19% | 2,07 CHF | 2,11 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 6 271 CHF | 6 410 CHF | 100,00% | 100,00% |
12/11/2024 | 2,07% | 2,17 CHF | 2,22 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 6 652 CHF | 6 791 CHF | 100,00% | 100,00% |
11/11/2024 | 1,97% | 2,26 CHF | 2,31 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 6 892 CHF | 7 029 CHF | 100,00% | 100,00% |
08/11/2024 | 2,10% | 2,22 CHF | 2,26 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 6 868 CHF | 7 013 CHF | 100,00% | 100,00% |
07/11/2024 | 1,96% | 2,38 CHF | 2,43 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 7 273 CHF | 7 416 CHF | 100,00% | 100,00% |