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 | 0,72% | 2,10 CHF | 2,12 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 461 CHF | 52 426 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 2,04 CHF | 2,05 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 59 298 CHF | 50 425 CHF | 94,92% | 94,92% |
18/11/2024 | 0,67% | 2,33 CHF | 2,35 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 209 CHF | 58 063 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 2,32 CHF | 2,33 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 856 CHF | 58 605 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 2,40 CHF | 2,42 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 415 CHF | 59 883 CHF | 99,44% | 99,44% |
13/11/2024 | 0,68% | 2,36 CHF | 2,38 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 69 666 CHF | 58 370 CHF | 98,88% | 98,88% |
12/11/2024 | 0,64% | 2,45 CHF | 2,46 CHF | 30 000 | 25 000 | 28 590 | 25 000 | 71 165 CHF | 62 652 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 2,54 CHF | 2,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 692 CHF | 65 094 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 2,51 CHF | 2,53 CHF | 25 000 | 25 000 | 28 237 | 25 000 | 70 309 CHF | 62 672 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 2,47 CHF | 2,48 CHF | 30 000 | 25 000 | 25 987 | 24 741 | 65 519 CHF | 62 832 CHF | 99,06% | 99,06% |