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 | 0,38% | 2,59 CHF | 2,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 225 CHF | 65 475 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 499 CHF | 66 749 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 139 CHF | 65 389 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 2,54 CHF | 2,55 CHF | 25 000 | 25 000 | 20 444 | 20 444 | 52 987 CHF | 53 232 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 417 CHF | 66 667 CHF | 99,44% | 99,44% |
13/11/2024 | 0,41% | 2,80 CHF | 2,81 CHF | 25 000 | 25 000 | 26 417 | 24 280 | 67 275 CHF | 62 277 CHF | 98,42% | 98,42% |
12/11/2024 | 0,34% | 2,78 CHF | 2,80 CHF | 12 500 | 12 500 | 24 525 | 24 525 | 75 963 CHF | 76 212 CHF | 99,23% | 99,23% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 81 023 CHF | 81 273 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 78 113 CHF | 78 363 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 3,14 CHF | 3,15 CHF | 25 000 | 25 000 | 24 740 | 24 221 | 78 178 CHF | 76 800 CHF | 99,06% | 99,06% |