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 | 0,56% | 1,76 CHF | 1,77 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 53 307 CHF | 44 673 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 845 CHF | 45 954 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 1,89 CHF | 1,90 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 53 204 CHF | 44 587 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 1,71 CHF | 1,72 CHF | 30 000 | 25 000 | 23 622 | 20 444 | 41 560 CHF | 36 242 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 779 CHF | 45 899 CHF | 99,44% | 99,44% |
13/11/2024 | 0,61% | 1,97 CHF | 1,98 CHF | 30 000 | 25 000 | 33 354 | 24 280 | 57 050 CHF | 42 096 CHF | 98,42% | 98,42% |
12/11/2024 | 0,46% | 1,95 CHF | 1,97 CHF | 12 500 | 12 500 | 29 335 | 24 525 | 66 540 CHF | 55 856 CHF | 99,23% | 99,23% |
11/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 294 CHF | 60 495 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 836 CHF | 57 613 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,31 CHF | 2,32 CHF | 30 000 | 25 000 | 30 000 | 24 221 | 69 870 CHF | 56 682 CHF | 99,06% | 99,06% |