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 | 0,88% | 2,43 CHF | 2,52 CHF | 30 000 | 10 000 | 20 000 | 10 000 | 50 544 CHF | 25 494 CHF | 14,13% | 100,00% |
19/11/2024 | 0,92% | 2,43 CHF | 2,45 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 71 503 CHF | 24 054 CHF | 100,00% | 100,00% |
18/11/2024 | 1,00% | 2,41 CHF | 2,44 CHF | 30 000 | 10 000 | 29 295 | 8 897 | 71 384 CHF | 21 854 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 2,47 CHF | 2,50 CHF | 30 000 | 10 000 | 16 904 | 8 177 | 42 385 CHF | 20 686 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 2,44 CHF | 2,47 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 73 638 CHF | 24 765 CHF | 99,44% | 99,44% |
13/11/2024 | 0,91% | 2,52 CHF | 2,55 CHF | 20 000 | 10 000 | 27 723 | 9 937 | 67 394 CHF | 24 431 CHF | 98,88% | 98,88% |
12/11/2024 | 0,91% | 2,44 CHF | 2,46 CHF | 30 000 | 10 000 | 25 204 | 10 000 | 62 511 CHF | 25 069 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 2,57 CHF | 2,59 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 52 178 CHF | 26 305 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 2,52 CHF | 2,54 CHF | 20 000 | 10 000 | 20 021 | 10 000 | 50 516 CHF | 25 452 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 2,45 CHF | 2,47 CHF | 30 000 | 10 000 | 25 773 | 9 740 | 63 986 CHF | 24 473 CHF | 99,06% | 99,06% |