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 | 0,63% | 2,32 CHF | 2,34 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 59 652 CHF | 60 027 CHF | 100,00% | 100,00% |
19/11/2024 | 0,66% | 2,36 CHF | 2,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 58 319 CHF | 58 703 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 2,41 CHF | 2,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 61 183 CHF | 61 572 CHF | 93,88% | 93,88% |
15/11/2024 | 0,62% | 2,52 CHF | 2,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 429 CHF | 62 815 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 2,33 CHF | 2,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 58 813 CHF | 59 218 CHF | 99,22% | 99,22% |
13/11/2024 | 0,69% | 2,30 CHF | 2,31 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 57 317 CHF | 57 710 CHF | 99,36% | 99,36% |
12/11/2024 | 0,63% | 2,31 CHF | 2,32 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 61 555 CHF | 61 942 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 2,57 CHF | 2,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 080 CHF | 64 450 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 2,45 CHF | 2,48 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 30 289 CHF | 30 607 CHF | 86,95% | 86,95% |
07/11/2024 | 0,68% | 2,35 CHF | 2,36 CHF | 25 000 | 25 000 | 24 739 | 24 739 | 57 176 CHF | 57 558 CHF | 98,73% | 98,73% |