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 | 0,86% | 1,84 CHF | 1,85 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 472 CHF | 45 783 CHF | 100,00% | 100,00% |
19/11/2024 | 0,92% | 1,77 CHF | 1,79 CHF | 30 000 | 25 000 | 28 084 | 23 353 | 52 612 CHF | 44 240 CHF | 94,92% | 94,92% |
18/11/2024 | 0,75% | 2,07 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 276 CHF | 51 446 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 2,05 CHF | 2,07 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 885 CHF | 51 978 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 2,14 CHF | 2,15 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 460 CHF | 53 290 CHF | 99,44% | 99,44% |
13/11/2024 | 0,81% | 2,10 CHF | 2,12 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 61 737 CHF | 51 793 CHF | 98,88% | 98,88% |
12/11/2024 | 0,71% | 2,18 CHF | 2,20 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 783 CHF | 56 051 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 2,28 CHF | 2,29 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 686 CHF | 58 481 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 2,25 CHF | 2,26 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 806 CHF | 56 076 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 2,20 CHF | 2,22 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 67 757 CHF | 56 307 CHF | 99,06% | 99,06% |