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 | 0,41% | 2,43 CHF | 2,44 CHF | 30 000 | 25 000 | 29 997 | 25 000 | 73 281 CHF | 61 323 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 30 000 | 25 000 | 26 388 | 25 000 | 65 733 CHF | 62 607 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,55 CHF | 2,56 CHF | 25 000 | 25 000 | 29 140 | 25 000 | 71 004 CHF | 61 249 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 2,38 CHF | 2,39 CHF | 30 000 | 25 000 | 23 622 | 20 444 | 57 290 CHF | 49 856 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 25 000 | 25 000 | 27 849 | 25 000 | 69 325 CHF | 62 539 CHF | 99,44% | 99,44% |
13/11/2024 | 0,44% | 2,64 CHF | 2,65 CHF | 25 000 | 25 000 | 28 186 | 24 280 | 67 154 CHF | 58 249 CHF | 98,42% | 98,42% |
12/11/2024 | 0,36% | 2,62 CHF | 2,64 CHF | 12 500 | 12 500 | 24 525 | 24 525 | 71 908 CHF | 72 158 CHF | 99,23% | 99,23% |
11/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 906 CHF | 77 156 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 73 974 CHF | 74 224 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,97 CHF | 2,98 CHF | 25 000 | 25 000 | 24 740 | 24 221 | 74 066 CHF | 72 774 CHF | 99,06% | 99,06% |