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 | 0,78% | 1,97 CHF | 1,98 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 834 CHF | 51 094 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 2,00 CHF | 2,01 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 217 CHF | 49 734 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 2,05 CHF | 2,07 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 677 CHF | 52 620 CHF | 93,88% | 93,88% |
15/11/2024 | 0,74% | 2,16 CHF | 2,18 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 156 CHF | 53 860 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,97 CHF | 1,99 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 841 CHF | 50 268 CHF | 99,22% | 99,22% |
13/11/2024 | 0,80% | 1,94 CHF | 1,96 CHF | 30 000 | 25 000 | 30 000 | 24 942 | 58 200 CHF | 48 779 CHF | 99,36% | 99,36% |
12/11/2024 | 0,81% | 1,95 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 105 CHF | 53 013 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 2,22 CHF | 2,23 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 164 CHF | 55 519 CHF | 100,00% | 100,00% |
08/11/2024 | 1,25% | 2,10 CHF | 2,12 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 25 821 CHF | 26 147 CHF | 86,95% | 86,95% |
07/11/2024 | 0,82% | 1,99 CHF | 2,01 CHF | 30 000 | 25 000 | 30 000 | 24 739 | 58 560 CHF | 48 722 CHF | 98,73% | 98,73% |