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 | 0,69% | 2,14 CHF | 2,15 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 908 CHF | 55 305 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 2,17 CHF | 2,18 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 283 CHF | 53 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 2,22 CHF | 2,24 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 777 CHF | 56 870 CHF | 93,88% | 93,88% |
15/11/2024 | 0,67% | 2,33 CHF | 2,35 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 69 241 CHF | 58 090 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 2,14 CHF | 2,16 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 913 CHF | 54 468 CHF | 99,22% | 99,22% |
13/11/2024 | 0,80% | 2,11 CHF | 2,13 CHF | 30 000 | 25 000 | 30 000 | 24 942 | 63 238 CHF | 52 999 CHF | 99,36% | 99,36% |
12/11/2024 | 0,73% | 2,12 CHF | 2,14 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 205 CHF | 57 253 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 2,38 CHF | 2,40 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 254 CHF | 59 743 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 2,26 CHF | 2,29 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 27 937 CHF | 28 249 CHF | 86,95% | 86,95% |
07/11/2024 | 0,80% | 2,16 CHF | 2,18 CHF | 30 000 | 25 000 | 30 000 | 24 739 | 63 585 CHF | 52 890 CHF | 98,73% | 98,73% |