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 | 0,43% | 2,37 CHF | 2,38 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 69 629 CHF | 46 619 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 71 186 CHF | 47 657 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 71 141 CHF | 47 627 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 69 539 CHF | 46 560 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 68 708 CHF | 46 005 CHF | 99,44% | 99,44% |
13/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 30 000 | 20 000 | 30 000 | 19 804 | 71 971 CHF | 47 705 CHF | 98,88% | 98,88% |
12/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 69 461 CHF | 46 507 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 65 171 CHF | 43 648 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 30 000 | 20 000 | 30 000 | 20 000 | 66 421 CHF | 44 481 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,13 CHF | 2,14 CHF | 30 000 | 20 000 | 30 000 | 19 351 | 62 663 CHF | 40 599 CHF | 99,06% | 99,06% |