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 | 0,48% | 2,07 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 525 CHF | 52 354 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,07 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 082 CHF | 53 651 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 438 CHF | 52 282 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 2,02 CHF | 2,03 CHF | 30 000 | 25 000 | 23 622 | 20 444 | 48 818 CHF | 42 524 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 991 CHF | 53 576 CHF | 99,44% | 99,44% |
13/11/2024 | 0,51% | 2,28 CHF | 2,29 CHF | 30 000 | 25 000 | 29 220 | 24 280 | 59 301 CHF | 49 543 CHF | 98,42% | 98,42% |
12/11/2024 | 0,40% | 2,26 CHF | 2,28 CHF | 12 500 | 12 500 | 24 546 | 24 525 | 63 232 CHF | 63 432 CHF | 99,23% | 99,23% |
11/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 995 CHF | 68 245 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 093 CHF | 65 343 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,62 CHF | 2,63 CHF | 25 000 | 25 000 | 24 740 | 24 221 | 65 297 CHF | 64 190 CHF | 99,06% | 99,06% |