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% | 2,24 CHF | 2,25 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 512 CHF | 55 801 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 2,18 CHF | 2,19 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 63 099 CHF | 53 634 CHF | 94,92% | 94,92% |
18/11/2024 | 0,66% | 2,47 CHF | 2,48 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 73 305 CHF | 61 490 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 2,45 CHF | 2,47 CHF | 30 000 | 25 000 | 29 716 | 25 000 | 73 246 CHF | 62 026 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 2,54 CHF | 2,55 CHF | 25 000 | 25 000 | 25 149 | 25 000 | 63 280 CHF | 63 308 CHF | 99,44% | 99,44% |
13/11/2024 | 0,68% | 2,50 CHF | 2,52 CHF | 25 000 | 25 000 | 29 127 | 24 964 | 71 573 CHF | 61 805 CHF | 98,88% | 98,88% |
12/11/2024 | 0,65% | 2,58 CHF | 2,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 672 CHF | 66 098 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 2,68 CHF | 2,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 094 CHF | 68 523 CHF | 100,00% | 100,00% |
08/11/2024 | 0,61% | 2,65 CHF | 2,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 696 CHF | 66 095 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 2,61 CHF | 2,62 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 65 803 CHF | 66 220 CHF | 99,06% | 99,06% |