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 | 0,46% | 2,23 CHF | 2,24 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 65 493 CHF | 43 862 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 67 118 CHF | 44 945 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 67 005 CHF | 44 870 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 65 442 CHF | 43 828 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 64 576 CHF | 43 251 CHF | 99,44% | 99,44% |
13/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 30 000 | 20 000 | 30 000 | 19 804 | 67 844 CHF | 44 981 CHF | 98,88% | 98,88% |
12/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 65 338 CHF | 43 758 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 071 CHF | 40 914 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 62 316 CHF | 41 744 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,99 CHF | 2,00 CHF | 30 000 | 20 000 | 30 000 | 19 351 | 58 544 CHF | 37 942 CHF | 99,06% | 99,06% |