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 | 0,83% | 1,79 CHF | 1,80 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 53 101 CHF | 44 621 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 1,73 CHF | 1,74 CHF | 30 000 | 25 000 | 28 768 | 23 353 | 52 464 CHF | 43 186 CHF | 94,92% | 94,92% |
18/11/2024 | 0,78% | 2,02 CHF | 2,04 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 909 CHF | 50 313 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 2,01 CHF | 2,02 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 556 CHF | 50 855 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 2,09 CHF | 2,11 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 115 CHF | 52 133 CHF | 99,44% | 99,44% |
13/11/2024 | 0,79% | 2,05 CHF | 2,07 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 60 366 CHF | 50 631 CHF | 98,88% | 98,88% |
12/11/2024 | 0,73% | 2,14 CHF | 2,15 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 425 CHF | 54 922 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 2,23 CHF | 2,25 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 354 CHF | 57 344 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 2,20 CHF | 2,22 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 429 CHF | 54 922 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 2,16 CHF | 2,18 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 66 412 CHF | 55 181 CHF | 99,06% | 99,06% |