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 | 0,53% | 1,86 CHF | 1,87 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 342 CHF | 47 202 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 870 CHF | 48 475 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,99 CHF | 2,00 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 229 CHF | 47 107 CHF | 100,00% | 100,00% |
15/11/2024 | 0,70% | 1,81 CHF | 1,82 CHF | 30 000 | 25 000 | 23 622 | 20 444 | 43 948 CHF | 38 308 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,98 CHF | 1,99 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 800 CHF | 48 417 CHF | 99,44% | 99,44% |
13/11/2024 | 0,57% | 2,07 CHF | 2,08 CHF | 30 000 | 25 000 | 29 220 | 24 280 | 53 261 CHF | 44 524 CHF | 98,42% | 98,42% |
12/11/2024 | 0,44% | 2,05 CHF | 2,07 CHF | 12 500 | 12 500 | 29 335 | 24 525 | 69 473 CHF | 58 309 CHF | 99,23% | 99,23% |
11/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 25 000 | 25 000 | 25 502 | 25 000 | 64 020 CHF | 63 023 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 857 CHF | 60 131 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 30 000 | 25 000 | 30 000 | 24 221 | 72 890 CHF | 59 119 CHF | 99,06% | 99,06% |