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 | 0,46% | 2,17 CHF | 2,18 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 695 CHF | 54 996 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 224 CHF | 56 270 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,30 CHF | 2,31 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 597 CHF | 54 914 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 2,13 CHF | 2,14 CHF | 30 000 | 25 000 | 23 622 | 20 444 | 51 308 CHF | 44 683 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 155 CHF | 56 213 CHF | 99,44% | 99,44% |
13/11/2024 | 0,49% | 2,38 CHF | 2,39 CHF | 30 000 | 25 000 | 29 220 | 24 280 | 62 383 CHF | 52 105 CHF | 98,42% | 98,42% |
12/11/2024 | 0,39% | 2,37 CHF | 2,39 CHF | 12 500 | 12 500 | 24 529 | 24 525 | 65 763 CHF | 66 003 CHF | 99,23% | 99,23% |
11/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 606 CHF | 70 856 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 675 CHF | 67 925 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 25 000 | 25 000 | 24 740 | 24 221 | 67 832 CHF | 66 671 CHF | 99,06% | 99,06% |