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 | 0,43% | 2,32 CHF | 2,33 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 107 CHF | 58 673 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 645 CHF | 59 954 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,45 CHF | 2,46 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 004 CHF | 58 587 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 2,27 CHF | 2,28 CHF | 30 000 | 25 000 | 23 622 | 20 444 | 54 788 CHF | 47 691 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 579 CHF | 59 899 CHF | 99,44% | 99,44% |
13/11/2024 | 0,46% | 2,53 CHF | 2,54 CHF | 25 000 | 25 000 | 29 070 | 24 280 | 66 324 CHF | 55 693 CHF | 98,42% | 98,42% |
12/11/2024 | 0,37% | 2,51 CHF | 2,53 CHF | 12 500 | 12 500 | 24 525 | 24 525 | 69 356 CHF | 69 606 CHF | 99,23% | 99,23% |
11/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 273 CHF | 74 523 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 381 CHF | 71 631 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 25 000 | 25 000 | 24 740 | 24 221 | 71 498 CHF | 70 261 CHF | 99,06% | 99,06% |