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 | 0,73% | 2,04 CHF | 2,05 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 601 CHF | 50 871 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 1,98 CHF | 1,99 CHF | 30 000 | 25 000 | 27 694 | 23 353 | 57 636 CHF | 49 024 CHF | 94,92% | 94,92% |
18/11/2024 | 0,69% | 2,27 CHF | 2,29 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 409 CHF | 56 563 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 2,26 CHF | 2,27 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 056 CHF | 57 105 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 2,34 CHF | 2,36 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 593 CHF | 58 383 CHF | 99,44% | 99,44% |
13/11/2024 | 0,70% | 2,30 CHF | 2,32 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 67 866 CHF | 56 872 CHF | 98,88% | 98,88% |
12/11/2024 | 0,69% | 2,39 CHF | 2,40 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 900 CHF | 61 172 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 2,48 CHF | 2,50 CHF | 30 000 | 25 000 | 25 707 | 25 000 | 64 970 CHF | 63 594 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 2,45 CHF | 2,47 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 929 CHF | 61 172 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 2,41 CHF | 2,43 CHF | 30 000 | 25 000 | 29 926 | 24 741 | 73 727 CHF | 61 366 CHF | 99,06% | 99,06% |