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% | 2,14 CHF | 2,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 025 CHF | 55 398 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 2,17 CHF | 2,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 53 663 CHF | 54 040 CHF | 100,00% | 100,00% |
18/11/2024 | 0,67% | 2,22 CHF | 2,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 554 CHF | 56 933 CHF | 93,88% | 93,88% |
15/11/2024 | 0,72% | 2,33 CHF | 2,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 762 CHF | 58 179 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 2,15 CHF | 2,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 168 CHF | 54 563 CHF | 99,22% | 99,22% |
13/11/2024 | 0,69% | 2,11 CHF | 2,13 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 52 694 CHF | 53 057 CHF | 99,36% | 99,36% |
12/11/2024 | 0,69% | 2,12 CHF | 2,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 56 914 CHF | 57 305 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 2,39 CHF | 2,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 59 434 CHF | 59 830 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 2,27 CHF | 2,29 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 27 975 CHF | 28 289 CHF | 86,95% | 86,95% |
07/11/2024 | 0,82% | 2,16 CHF | 2,18 CHF | 25 000 | 25 000 | 24 739 | 24 739 | 52 562 CHF | 52 986 CHF | 98,73% | 98,73% |