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 | 0,40% | 2,49 CHF | 2,50 CHF | 30 000 | 25 000 | 26 077 | 25 000 | 65 327 CHF | 62 900 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 25 000 | 25 000 | 25 760 | 25 000 | 65 802 CHF | 64 176 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,62 CHF | 2,63 CHF | 25 000 | 25 000 | 27 805 | 25 000 | 69 469 CHF | 62 816 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 2,44 CHF | 2,45 CHF | 30 000 | 25 000 | 22 220 | 20 444 | 55 263 CHF | 51 145 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 25 000 | 25 000 | 25 320 | 25 000 | 64 674 CHF | 64 128 CHF | 99,44% | 99,44% |
13/11/2024 | 0,43% | 2,70 CHF | 2,71 CHF | 25 000 | 25 000 | 27 692 | 24 280 | 67 702 CHF | 59 799 CHF | 98,42% | 98,42% |
12/11/2024 | 0,35% | 2,68 CHF | 2,70 CHF | 12 500 | 12 500 | 24 525 | 24 525 | 73 510 CHF | 73 760 CHF | 99,23% | 99,23% |
11/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 78 495 CHF | 78 745 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 75 569 CHF | 75 819 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 25 000 | 25 000 | 24 740 | 24 221 | 75 654 CHF | 74 328 CHF | 99,06% | 99,06% |