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 | 0,69% | 2,14 CHF | 2,16 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 695 CHF | 53 448 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 2,08 CHF | 2,10 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 60 441 CHF | 51 385 CHF | 94,92% | 94,92% |
18/11/2024 | 0,62% | 2,37 CHF | 2,39 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 469 CHF | 59 088 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 2,36 CHF | 2,37 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 073 CHF | 59 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 2,44 CHF | 2,46 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 648 CHF | 60 941 CHF | 99,44% | 99,44% |
13/11/2024 | 0,67% | 2,40 CHF | 2,42 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 70 901 CHF | 59 395 CHF | 98,88% | 98,88% |
12/11/2024 | 0,68% | 2,49 CHF | 2,50 CHF | 30 000 | 25 000 | 25 046 | 25 000 | 63 385 CHF | 63 701 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 2,58 CHF | 2,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 731 CHF | 66 135 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 2,55 CHF | 2,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 294 CHF | 63 696 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 2,51 CHF | 2,53 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 63 438 CHF | 63 872 CHF | 99,06% | 99,06% |