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 | 0,56% | 1,83 CHF | 1,84 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 53 267 CHF | 35 712 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 54 877 CHF | 36 785 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 54 781 CHF | 36 721 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 53 214 CHF | 35 676 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 1,69 CHF | 1,70 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 52 350 CHF | 35 100 CHF | 99,44% | 99,44% |
13/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 30 000 | 20 000 | 30 000 | 19 804 | 55 612 CHF | 36 906 CHF | 98,88% | 98,88% |
12/11/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 53 111 CHF | 35 607 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 40 000 | 20 000 | 39 934 | 20 000 | 64 985 CHF | 32 747 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 30 000 | 20 000 | 34 247 | 20 000 | 57 034 CHF | 33 588 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 1,58 CHF | 1,59 CHF | 40 000 | 20 000 | 40 000 | 19 351 | 61 766 CHF | 30 059 CHF | 99,06% | 99,06% |