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 | 0,68% | 2,04 CHF | 2,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 52 594 CHF | 52 951 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 2,07 CHF | 2,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 269 CHF | 51 632 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 2,13 CHF | 2,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 138 CHF | 54 524 CHF | 93,88% | 93,88% |
15/11/2024 | 0,66% | 2,24 CHF | 2,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 360 CHF | 55 726 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 2,05 CHF | 2,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 51 768 CHF | 52 136 CHF | 99,22% | 99,22% |
13/11/2024 | 0,80% | 2,02 CHF | 2,03 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 50 269 CHF | 50 670 CHF | 99,36% | 99,36% |
12/11/2024 | 0,73% | 2,03 CHF | 2,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 513 CHF | 54 914 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 2,29 CHF | 2,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 019 CHF | 57 421 CHF | 100,00% | 100,00% |
08/11/2024 | 1,12% | 2,17 CHF | 2,20 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 26 772 CHF | 27 074 CHF | 86,95% | 86,95% |
07/11/2024 | 0,77% | 2,07 CHF | 2,08 CHF | 25 000 | 25 000 | 24 739 | 24 739 | 50 192 CHF | 50 576 CHF | 98,73% | 98,73% |