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 | 0,43% | 2,28 CHF | 2,29 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 995 CHF | 57 746 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 524 CHF | 59 020 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 897 CHF | 57 664 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 2,23 CHF | 2,24 CHF | 30 000 | 25 000 | 23 622 | 20 444 | 53 883 CHF | 46 907 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 432 CHF | 58 943 CHF | 99,44% | 99,44% |
13/11/2024 | 0,47% | 2,49 CHF | 2,50 CHF | 30 000 | 25 000 | 29 205 | 24 280 | 65 559 CHF | 54 775 CHF | 98,42% | 98,42% |
12/11/2024 | 0,37% | 2,47 CHF | 2,49 CHF | 12 500 | 12 500 | 24 525 | 24 525 | 68 407 CHF | 68 657 CHF | 99,23% | 99,23% |
11/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 73 297 CHF | 73 547 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 406 CHF | 70 656 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 2,83 CHF | 2,84 CHF | 25 000 | 25 000 | 24 740 | 24 221 | 70 535 CHF | 69 318 CHF | 99,06% | 99,06% |