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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,75% | 2,15 CHF | 2,16 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 695 CHF | 53 479 CHF | 100,00% | 100,00% |
20/11/2024 | 0,67% | 2,05 CHF | 2,07 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 443 CHF | 53 225 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 2,08 CHF | 2,10 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 822 CHF | 51 913 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 2,14 CHF | 2,15 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 277 CHF | 54 804 CHF | 93,88% | 93,88% |
15/11/2024 | 0,67% | 2,25 CHF | 2,26 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 66 768 CHF | 56 012 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 2,06 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 453 CHF | 52 418 CHF | 99,22% | 99,22% |
13/11/2024 | 0,78% | 2,03 CHF | 2,04 CHF | 30 000 | 25 000 | 30 000 | 24 942 | 60 805 CHF | 50 951 CHF | 99,36% | 99,36% |
12/11/2024 | 0,71% | 2,04 CHF | 2,05 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 726 CHF | 55 164 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 2,30 CHF | 2,32 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 743 CHF | 57 684 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 2,18 CHF | 2,21 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 26 904 CHF | 27 225 CHF | 86,95% | 86,95% |