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 | 0,74% | 2,03 CHF | 2,04 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 212 CHF | 50 551 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,96 CHF | 1,98 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 57 227 CHF | 48 677 CHF | 94,92% | 94,92% |
18/11/2024 | 0,73% | 2,25 CHF | 2,27 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 942 CHF | 56 196 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 2,24 CHF | 2,26 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 585 CHF | 56 728 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 2,33 CHF | 2,34 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 160 CHF | 58 013 CHF | 99,44% | 99,44% |
13/11/2024 | 0,73% | 2,29 CHF | 2,30 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 67 413 CHF | 56 509 CHF | 98,88% | 98,88% |
12/11/2024 | 0,66% | 2,37 CHF | 2,39 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 447 CHF | 60 771 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 2,46 CHF | 2,48 CHF | 30 000 | 25 000 | 26 008 | 25 000 | 65 286 CHF | 63 231 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 2,44 CHF | 2,45 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 474 CHF | 60 794 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 2,39 CHF | 2,41 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 73 427 CHF | 61 008 CHF | 99,06% | 99,06% |