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 | 0,56% | 2,59 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 283 CHF | 64 643 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 2,53 CHF | 2,54 CHF | 25 000 | 25 000 | 24 160 | 23 353 | 63 426 CHF | 61 846 CHF | 94,92% | 94,92% |
18/11/2024 | 0,56% | 2,82 CHF | 2,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 891 CHF | 70 285 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 2,80 CHF | 2,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 432 CHF | 70 821 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 2,89 CHF | 2,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 710 CHF | 72 101 CHF | 99,44% | 99,44% |
13/11/2024 | 0,58% | 2,85 CHF | 2,87 CHF | 25 000 | 25 000 | 24 964 | 24 964 | 70 176 CHF | 70 582 CHF | 98,88% | 98,88% |
12/11/2024 | 0,54% | 2,93 CHF | 2,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 472 CHF | 74 873 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 3,03 CHF | 3,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 911 CHF | 77 291 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 3,00 CHF | 3,02 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 480 CHF | 74 871 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 2,96 CHF | 2,97 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 74 515 CHF | 74 931 CHF | 99,06% | 99,06% |