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 | 0,61% | 2,47 CHF | 2,48 CHF | 30 000 | 25 000 | 29 736 | 25 000 | 72 803 CHF | 61 601 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 2,41 CHF | 2,42 CHF | 30 000 | 25 000 | 25 138 | 23 353 | 62 887 CHF | 59 005 CHF | 94,92% | 94,92% |
18/11/2024 | 0,59% | 2,70 CHF | 2,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 869 CHF | 67 264 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 2,68 CHF | 2,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 380 CHF | 67 776 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 2,77 CHF | 2,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 691 CHF | 69 084 CHF | 99,44% | 99,44% |
13/11/2024 | 0,62% | 2,73 CHF | 2,75 CHF | 25 000 | 25 000 | 24 964 | 24 964 | 67 130 CHF | 67 547 CHF | 98,88% | 98,88% |
12/11/2024 | 0,56% | 2,81 CHF | 2,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 422 CHF | 71 826 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 2,91 CHF | 2,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 73 844 CHF | 74 273 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 2,88 CHF | 2,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 446 CHF | 71 845 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 2,84 CHF | 2,85 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 71 493 CHF | 71 910 CHF | 99,06% | 99,06% |