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 | 0,73% | 2,10 CHF | 2,12 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 545 CHF | 52 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 2,04 CHF | 2,06 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 59 442 CHF | 50 545 CHF | 94,92% | 94,92% |
18/11/2024 | 0,71% | 2,33 CHF | 2,35 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 342 CHF | 58 196 CHF | 100,00% | 100,00% |
15/11/2024 | 0,70% | 2,32 CHF | 2,34 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 985 CHF | 58 728 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 2,41 CHF | 2,42 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 521 CHF | 60 013 CHF | 99,44% | 99,44% |
13/11/2024 | 0,70% | 2,37 CHF | 2,38 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 69 813 CHF | 58 506 CHF | 98,88% | 98,88% |
12/11/2024 | 0,68% | 2,45 CHF | 2,47 CHF | 30 000 | 25 000 | 27 746 | 25 000 | 69 198 CHF | 62 801 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 2,54 CHF | 2,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 791 CHF | 65 231 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 2,52 CHF | 2,53 CHF | 25 000 | 25 000 | 27 652 | 25 000 | 68 983 CHF | 62 794 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 2,47 CHF | 2,49 CHF | 30 000 | 25 000 | 25 814 | 24 741 | 65 209 CHF | 62 987 CHF | 99,06% | 99,06% |