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 | 0,66% | 2,23 CHF | 2,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 398 CHF | 57 777 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 2,26 CHF | 2,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 040 CHF | 56 453 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 2,32 CHF | 2,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 58 933 CHF | 59 322 CHF | 93,88% | 93,88% |
15/11/2024 | 0,63% | 2,43 CHF | 2,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 60 179 CHF | 60 558 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 2,24 CHF | 2,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 563 CHF | 56 918 CHF | 99,22% | 99,22% |
13/11/2024 | 0,72% | 2,21 CHF | 2,22 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 55 045 CHF | 55 441 CHF | 99,36% | 99,36% |
12/11/2024 | 0,69% | 2,22 CHF | 2,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 59 305 CHF | 59 714 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 2,48 CHF | 2,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 61 830 CHF | 62 200 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 2,36 CHF | 2,39 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 29 156 CHF | 29 482 CHF | 86,95% | 86,95% |
07/11/2024 | 0,71% | 2,26 CHF | 2,27 CHF | 25 000 | 25 000 | 24 739 | 24 739 | 54 918 CHF | 55 302 CHF | 98,73% | 98,73% |