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 | 0,81% | 1,95 CHF | 1,96 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 772 CHF | 48 533 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 1,88 CHF | 1,90 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 55 011 CHF | 46 779 CHF | 94,92% | 94,92% |
18/11/2024 | 0,76% | 2,17 CHF | 2,19 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 542 CHF | 54 196 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 2,16 CHF | 2,18 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 185 CHF | 54 728 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 2,25 CHF | 2,26 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 721 CHF | 56 013 CHF | 99,44% | 99,44% |
13/11/2024 | 0,76% | 2,21 CHF | 2,22 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 65 013 CHF | 54 512 CHF | 98,88% | 98,88% |
12/11/2024 | 0,68% | 2,29 CHF | 2,31 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 047 CHF | 58 771 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 2,38 CHF | 2,40 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 949 CHF | 61 211 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 2,36 CHF | 2,37 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 045 CHF | 58 774 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 2,31 CHF | 2,33 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 71 027 CHF | 59 002 CHF | 99,06% | 99,06% |