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 | 0,51% | 1,95 CHF | 1,96 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 035 CHF | 49 446 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 1,96 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 570 CHF | 50 725 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 2,08 CHF | 2,09 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 915 CHF | 49 346 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 1,90 CHF | 1,91 CHF | 30 000 | 25 000 | 23 622 | 20 444 | 46 066 CHF | 40 142 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 500 CHF | 50 667 CHF | 99,44% | 99,44% |
13/11/2024 | 0,55% | 2,16 CHF | 2,17 CHF | 30 000 | 25 000 | 29 220 | 24 280 | 55 903 CHF | 46 720 CHF | 98,42% | 98,42% |
12/11/2024 | 0,42% | 2,14 CHF | 2,16 CHF | 12 500 | 12 500 | 28 626 | 24 525 | 70 441 CHF | 60 609 CHF | 99,23% | 99,23% |
11/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 131 CHF | 65 381 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 25 000 | 25 000 | 27 564 | 25 000 | 68 541 CHF | 62 457 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 25 000 | 25 000 | 25 225 | 24 221 | 63 639 CHF | 61 387 CHF | 99,06% | 99,06% |