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 | 0,57% | 1,74 CHF | 1,75 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 707 CHF | 44 173 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,75 CHF | 1,76 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 245 CHF | 45 454 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,87 CHF | 1,88 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 604 CHF | 44 087 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,69 CHF | 1,70 CHF | 30 000 | 25 000 | 23 833 | 20 444 | 41 437 CHF | 35 833 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 179 CHF | 45 399 CHF | 99,44% | 99,44% |
13/11/2024 | 0,61% | 1,95 CHF | 1,96 CHF | 30 000 | 25 000 | 33 659 | 24 280 | 56 888 CHF | 41 610 CHF | 98,42% | 98,42% |
12/11/2024 | 0,46% | 1,93 CHF | 1,95 CHF | 12 500 | 12 500 | 29 335 | 24 525 | 65 971 CHF | 55 381 CHF | 99,23% | 99,23% |
11/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 727 CHF | 60 023 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 257 CHF | 57 131 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 30 000 | 25 000 | 30 000 | 24 221 | 69 290 CHF | 56 213 CHF | 99,06% | 99,06% |