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 | 0,64% | 2,37 CHF | 2,39 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 645 CHF | 59 250 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 2,31 CHF | 2,33 CHF | 30 000 | 25 000 | 26 511 | 23 353 | 63 912 CHF | 56 820 CHF | 94,92% | 94,92% |
18/11/2024 | 0,63% | 2,60 CHF | 2,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 514 CHF | 64 924 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 2,59 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 052 CHF | 65 463 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 2,68 CHF | 2,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 334 CHF | 66 744 CHF | 99,44% | 99,44% |
13/11/2024 | 0,62% | 2,64 CHF | 2,65 CHF | 25 000 | 25 000 | 24 964 | 24 964 | 64 813 CHF | 65 216 CHF | 98,88% | 98,88% |
12/11/2024 | 0,61% | 2,72 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 098 CHF | 69 521 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 2,81 CHF | 2,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 523 CHF | 71 961 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 2,79 CHF | 2,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 095 CHF | 69 499 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 2,74 CHF | 2,76 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 69 204 CHF | 69 619 CHF | 99,06% | 99,06% |