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 | 0,60% | 2,50 CHF | 2,51 CHF | 25 000 | 25 000 | 28 369 | 25 000 | 70 295 CHF | 62 371 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 2,44 CHF | 2,45 CHF | 30 000 | 25 000 | 24 987 | 23 353 | 63 287 CHF | 59 745 CHF | 94,92% | 94,92% |
18/11/2024 | 0,58% | 2,73 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 641 CHF | 68 035 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 2,71 CHF | 2,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 182 CHF | 68 571 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 2,80 CHF | 2,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 460 CHF | 69 851 CHF | 99,44% | 99,44% |
13/11/2024 | 0,60% | 2,76 CHF | 2,78 CHF | 25 000 | 25 000 | 24 964 | 24 964 | 67 929 CHF | 68 336 CHF | 98,88% | 98,88% |
12/11/2024 | 0,59% | 2,84 CHF | 2,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 222 CHF | 72 652 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 2,94 CHF | 2,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 692 CHF | 75 071 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 2,91 CHF | 2,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 249 CHF | 72 645 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 2,87 CHF | 2,88 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 72 289 CHF | 72 704 CHF | 99,06% | 99,06% |