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% | 2,23 CHF | 2,25 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 733 CHF | 57 673 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 2,26 CHF | 2,28 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 143 CHF | 56 319 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 2,31 CHF | 2,33 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 572 CHF | 59 223 CHF | 93,88% | 93,88% |
15/11/2024 | 0,62% | 2,43 CHF | 2,44 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 72 078 CHF | 60 440 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 2,24 CHF | 2,25 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 701 CHF | 56 844 CHF | 99,22% | 99,22% |
13/11/2024 | 0,66% | 2,20 CHF | 2,22 CHF | 30 000 | 25 000 | 30 000 | 24 942 | 66 106 CHF | 55 328 CHF | 99,36% | 99,36% |
12/11/2024 | 0,68% | 2,21 CHF | 2,23 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 017 CHF | 59 584 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 2,48 CHF | 2,49 CHF | 30 000 | 25 000 | 29 433 | 25 000 | 72 614 CHF | 62 121 CHF | 100,00% | 100,00% |
08/11/2024 | 1,08% | 2,36 CHF | 2,38 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 29 107 CHF | 29 422 CHF | 86,95% | 86,95% |
07/11/2024 | 0,72% | 2,25 CHF | 2,27 CHF | 30 000 | 25 000 | 30 000 | 24 739 | 66 430 CHF | 55 213 CHF | 98,73% | 98,73% |