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 | 0,50% | 2,07 CHF | 2,08 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 467 CHF | 40 512 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 62 041 CHF | 41 560 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 61 981 CHF | 41 521 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 385 CHF | 40 457 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 1,93 CHF | 1,94 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 59 550 CHF | 39 900 CHF | 99,44% | 99,44% |
13/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 30 000 | 20 000 | 30 000 | 19 804 | 62 812 CHF | 41 659 CHF | 98,88% | 98,88% |
12/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 60 311 CHF | 40 407 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 56 021 CHF | 37 547 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 57 283 CHF | 38 388 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 1,82 CHF | 1,83 CHF | 30 000 | 20 000 | 30 000 | 19 351 | 53 524 CHF | 34 704 CHF | 99,06% | 99,06% |