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 | 0,79% | 2,00 CHF | 2,01 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 272 CHF | 49 783 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,93 CHF | 1,95 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 56 422 CHF | 47 976 CHF | 94,92% | 94,92% |
18/11/2024 | 0,74% | 2,23 CHF | 2,24 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 076 CHF | 55 474 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 2,21 CHF | 2,23 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 726 CHF | 56 005 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 2,30 CHF | 2,31 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 260 CHF | 57 290 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 2,26 CHF | 2,28 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 66 537 CHF | 55 787 CHF | 98,88% | 98,88% |
12/11/2024 | 0,71% | 2,34 CHF | 2,36 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 583 CHF | 60 076 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 2,44 CHF | 2,45 CHF | 30 000 | 25 000 | 28 541 | 25 000 | 70 836 CHF | 62 496 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 2,41 CHF | 2,42 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 606 CHF | 60 076 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 2,36 CHF | 2,38 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 72 557 CHF | 60 282 CHF | 99,06% | 99,06% |