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 | 0,57% | 2,60 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 500 CHF | 64 871 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 2,54 CHF | 2,55 CHF | 25 000 | 25 000 | 24 126 | 23 353 | 63 582 CHF | 62 080 CHF | 94,92% | 94,92% |
18/11/2024 | 0,56% | 2,83 CHF | 2,84 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 141 CHF | 70 535 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 2,81 CHF | 2,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 682 CHF | 71 071 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 2,90 CHF | 2,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 960 CHF | 72 351 CHF | 99,44% | 99,44% |
13/11/2024 | 0,58% | 2,86 CHF | 2,88 CHF | 25 000 | 25 000 | 24 964 | 24 964 | 70 426 CHF | 70 832 CHF | 98,88% | 98,88% |
12/11/2024 | 0,57% | 2,94 CHF | 2,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 722 CHF | 75 152 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 3,04 CHF | 3,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 77 161 CHF | 77 541 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 3,01 CHF | 3,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 730 CHF | 75 121 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 2,97 CHF | 2,98 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 74 763 CHF | 75 178 CHF | 99,06% | 99,06% |