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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,55% | 2,61 CHF | 2,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 549 CHF | 64 907 CHF | 100,00% | 100,00% |
20/11/2024 | 0,55% | 2,51 CHF | 2,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 344 CHF | 64 701 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 2,54 CHF | 2,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 984 CHF | 63 381 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 2,60 CHF | 2,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 859 CHF | 66 233 CHF | 93,88% | 93,88% |
15/11/2024 | 0,56% | 2,71 CHF | 2,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 090 CHF | 67 463 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 2,52 CHF | 2,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 512 CHF | 63 868 CHF | 99,22% | 99,22% |
13/11/2024 | 0,63% | 2,49 CHF | 2,50 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 61 972 CHF | 62 361 CHF | 99,36% | 99,36% |
12/11/2024 | 0,59% | 2,50 CHF | 2,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 214 CHF | 66 606 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 2,76 CHF | 2,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 722 CHF | 69 137 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 2,64 CHF | 2,67 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 32 624 CHF | 32 943 CHF | 86,95% | 86,95% |