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 | 0,67% | 2,43 CHF | 2,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 174 CHF | 62 594 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 2,46 CHF | 2,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 60 848 CHF | 61 234 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 2,51 CHF | 2,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 731 CHF | 64 138 CHF | 93,88% | 93,88% |
15/11/2024 | 0,59% | 2,62 CHF | 2,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 956 CHF | 65 340 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 2,43 CHF | 2,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 61 344 CHF | 61 762 CHF | 99,22% | 99,22% |
13/11/2024 | 0,62% | 2,40 CHF | 2,42 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 59 862 CHF | 60 232 CHF | 99,36% | 99,36% |
12/11/2024 | 0,66% | 2,41 CHF | 2,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 088 CHF | 64 513 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 2,67 CHF | 2,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 628 CHF | 66 993 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 2,55 CHF | 2,58 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 31 562 CHF | 31 874 CHF | 86,95% | 86,95% |
07/11/2024 | 0,65% | 2,45 CHF | 2,47 CHF | 25 000 | 25 000 | 24 739 | 24 739 | 59 682 CHF | 60 065 CHF | 98,73% | 98,73% |