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 | 1,66% | 0,88 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 522 CHF | 22 899 CHF | 100,00% | 100,00% |
19/11/2024 | 2,13% | 0,95 CHF | 0,96 CHF | 25 000 | 25 000 | 23 353 | 23 353 | 19 676 CHF | 20 071 CHF | 94,92% | 94,92% |
18/11/2024 | 2,16% | 0,66 CHF | 0,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 010 CHF | 17 381 CHF | 100,00% | 100,00% |
15/11/2024 | 2,46% | 0,67 CHF | 0,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 537 CHF | 16 948 CHF | 100,00% | 100,00% |
14/11/2024 | 2,60% | 0,59 CHF | 0,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 291 CHF | 15 693 CHF | 99,44% | 99,44% |
13/11/2024 | 2,34% | 0,63 CHF | 0,65 CHF | 25 000 | 25 000 | 24 964 | 24 964 | 16 745 CHF | 17 139 CHF | 98,88% | 98,88% |
12/11/2024 | 3,13% | 0,55 CHF | 0,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 627 CHF | 13 028 CHF | 100,00% | 100,00% |
11/11/2024 | 3,66% | 0,46 CHF | 0,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 210 CHF | 10 590 CHF | 100,00% | 100,00% |
08/11/2024 | 3,14% | 0,49 CHF | 0,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 675 CHF | 13 079 CHF | 100,00% | 100,00% |
07/11/2024 | 3,51% | 0,53 CHF | 0,55 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 11 756 CHF | 12 173 CHF | 99,06% | 99,06% |