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 | 2,20% | 1,27 CHF | 1,30 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 4 955 CHF | 5 065 CHF | 100,00% | 100,00% |
19/11/2024 | 1,96% | 1,24 CHF | 1,26 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 5 012 CHF | 5 111 CHF | 100,00% | 100,00% |
18/11/2024 | 1,97% | 1,21 CHF | 1,23 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 4 962 CHF | 5 061 CHF | 100,00% | 100,00% |
15/11/2024 | 2,08% | 1,19 CHF | 1,22 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 4 681 CHF | 4 779 CHF | 100,00% | 100,00% |
14/11/2024 | 3,06% | 1,14 CHF | 1,16 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 4 513 CHF | 4 652 CHF | 100,00% | 100,00% |
13/11/2024 | 2,80% | 1,14 CHF | 1,17 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 5 588 CHF | 5 746 CHF | 100,00% | 100,00% |
12/11/2024 | 2,94% | 1,06 CHF | 1,09 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 5 149 CHF | 5 303 CHF | 100,00% | 100,00% |
11/11/2024 | 3,32% | 1,00 CHF | 1,03 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 4 881 CHF | 5 046 CHF | 100,00% | 100,00% |
08/11/2024 | 2,88% | 1,04 CHF | 1,07 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 5 983 CHF | 6 158 CHF | 100,00% | 100,00% |
07/11/2024 | 3,13% | 0,95 CHF | 0,97 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 4 603 CHF | 4 749 CHF | 100,00% | 100,00% |