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 | 0,59% | 2,62 CHF | 2,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 975 CHF | 67 369 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 2,65 CHF | 2,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 632 CHF | 66 040 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 2,70 CHF | 2,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 524 CHF | 68 919 CHF | 93,88% | 93,88% |
15/11/2024 | 0,57% | 2,81 CHF | 2,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 752 CHF | 70 153 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 2,63 CHF | 2,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 136 CHF | 66 544 CHF | 99,22% | 99,22% |
13/11/2024 | 0,61% | 2,59 CHF | 2,61 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 64 633 CHF | 65 029 CHF | 99,36% | 99,36% |
12/11/2024 | 0,62% | 2,60 CHF | 2,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 862 CHF | 69 287 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 2,87 CHF | 2,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 410 CHF | 71 812 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 2,75 CHF | 2,77 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 33 949 CHF | 34 279 CHF | 86,95% | 86,95% |
07/11/2024 | 0,65% | 2,64 CHF | 2,66 CHF | 25 000 | 25 000 | 25 317 | 24 739 | 65 826 CHF | 64 827 CHF | 98,73% | 98,73% |