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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,73% | 1,97 CHF | 1,98 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 083 CHF | 50 437 CHF | 100,00% | 100,00% |
22/11/2024 | 0,72% | 2,08 CHF | 2,09 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 196 CHF | 51 363 CHF | 100,00% | 100,00% |
20/11/2024 | 0,76% | 1,92 CHF | 1,94 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 039 CHF | 47 893 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 1,86 CHF | 1,87 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 54 313 CHF | 46 222 CHF | 94,92% | 94,92% |
18/11/2024 | 0,69% | 2,15 CHF | 2,17 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 835 CHF | 53 563 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 2,14 CHF | 2,15 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 456 CHF | 54 105 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 2,22 CHF | 2,24 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 015 CHF | 55 407 CHF | 99,44% | 99,44% |
13/11/2024 | 0,74% | 2,18 CHF | 2,20 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 64 301 CHF | 53 903 CHF | 98,88% | 98,88% |
12/11/2024 | 0,69% | 2,27 CHF | 2,28 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 325 CHF | 58 172 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 2,36 CHF | 2,38 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 254 CHF | 60 594 CHF | 100,00% | 100,00% |