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 | 0,69% | 2,21 CHF | 2,22 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 638 CHF | 55 079 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 2,14 CHF | 2,16 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 62 238 CHF | 52 904 CHF | 94,92% | 94,92% |
18/11/2024 | 0,64% | 2,44 CHF | 2,45 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 405 CHF | 60 724 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 2,42 CHF | 2,44 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 73 026 CHF | 61 255 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 2,51 CHF | 2,52 CHF | 25 000 | 25 000 | 28 704 | 25 000 | 71 348 CHF | 62 540 CHF | 99,44% | 99,44% |
13/11/2024 | 0,69% | 2,47 CHF | 2,49 CHF | 30 000 | 25 000 | 29 796 | 24 964 | 72 325 CHF | 61 030 CHF | 98,88% | 98,88% |
12/11/2024 | 0,61% | 2,55 CHF | 2,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 902 CHF | 65 301 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 2,65 CHF | 2,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 321 CHF | 67 746 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 2,62 CHF | 2,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 922 CHF | 65 326 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 2,57 CHF | 2,59 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 65 043 CHF | 65 461 CHF | 99,06% | 99,06% |