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 | 0,89% | 1,69 CHF | 1,70 CHF | 30 000 | 25 000 | 35 082 | 25 000 | 58 353 CHF | 42 051 CHF | 100,00% | 100,00% |
19/11/2024 | 1,00% | 1,62 CHF | 1,64 CHF | 40 000 | 25 000 | 30 467 | 23 353 | 52 222 CHF | 40 761 CHF | 94,92% | 94,92% |
18/11/2024 | 0,85% | 1,92 CHF | 1,93 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 805 CHF | 47 740 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 1,90 CHF | 1,92 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 456 CHF | 48 276 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,99 CHF | 2,00 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 989 CHF | 49 558 CHF | 99,44% | 99,44% |
13/11/2024 | 0,87% | 1,95 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 24 964 | 57 269 CHF | 48 075 CHF | 98,88% | 98,88% |
12/11/2024 | 0,82% | 2,03 CHF | 2,05 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 306 CHF | 52 348 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 2,13 CHF | 2,14 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 262 CHF | 54 773 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 2,10 CHF | 2,12 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 335 CHF | 52 345 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 2,06 CHF | 2,07 CHF | 30 000 | 25 000 | 30 000 | 24 741 | 63 318 CHF | 52 644 CHF | 99,06% | 99,06% |