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 | 0,58% | 2,54 CHF | 2,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 924 CHF | 65 305 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 2,57 CHF | 2,58 CHF | 25 000 | 25 000 | 25 021 | 25 000 | 63 650 CHF | 63 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 2,62 CHF | 2,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 481 CHF | 66 870 CHF | 93,88% | 93,88% |
15/11/2024 | 0,57% | 2,73 CHF | 2,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 701 CHF | 68 090 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 2,54 CHF | 2,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 094 CHF | 64 468 CHF | 99,22% | 99,22% |
13/11/2024 | 0,67% | 2,51 CHF | 2,53 CHF | 25 000 | 25 000 | 26 619 | 24 942 | 66 722 CHF | 62 976 CHF | 99,36% | 99,36% |
12/11/2024 | 0,62% | 2,52 CHF | 2,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 834 CHF | 67 253 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,78 CHF | 2,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 371 CHF | 69 722 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 2,66 CHF | 2,69 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 32 922 CHF | 33 247 CHF | 86,95% | 86,95% |
07/11/2024 | 0,62% | 2,56 CHF | 2,57 CHF | 25 000 | 25 000 | 26 316 | 24 739 | 66 194 CHF | 62 754 CHF | 98,73% | 98,73% |