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 | 0,67% | 2,34 CHF | 2,35 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 472 CHF | 58 283 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 2,27 CHF | 2,29 CHF | 30 000 | 25 000 | 27 499 | 23 353 | 65 300 CHF | 55 886 CHF | 94,92% | 94,92% |
18/11/2024 | 0,61% | 2,56 CHF | 2,58 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 535 CHF | 63 924 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 2,55 CHF | 2,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 052 CHF | 64 463 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 2,64 CHF | 2,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 351 CHF | 65 763 CHF | 99,44% | 99,44% |
13/11/2024 | 0,63% | 2,60 CHF | 2,61 CHF | 25 000 | 25 000 | 25 120 | 24 964 | 64 202 CHF | 64 218 CHF | 98,88% | 98,88% |
12/11/2024 | 0,59% | 2,68 CHF | 2,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 098 CHF | 68 500 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 2,77 CHF | 2,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 523 CHF | 70 961 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 2,75 CHF | 2,76 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 121 CHF | 68 524 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 2,70 CHF | 2,72 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 68 214 CHF | 68 629 CHF | 99,06% | 99,06% |