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 | 0,86% | 1,96 CHF | 1,98 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 012 CHF | 48 762 CHF | 100,00% | 100,00% |
20/11/2024 | 0,83% | 1,86 CHF | 1,88 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 782 CHF | 48 555 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 1,90 CHF | 1,91 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 183 CHF | 47 203 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 1,95 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 667 CHF | 50 109 CHF | 93,88% | 93,88% |
15/11/2024 | 0,76% | 2,06 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 128 CHF | 51 326 CHF | 100,00% | 100,00% |
14/11/2024 | 0,79% | 1,87 CHF | 1,89 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 812 CHF | 47 718 CHF | 99,22% | 99,22% |
13/11/2024 | 0,86% | 1,84 CHF | 1,85 CHF | 30 000 | 25 000 | 30 000 | 24 942 | 55 138 CHF | 46 237 CHF | 99,36% | 99,36% |
12/11/2024 | 0,79% | 1,85 CHF | 1,87 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 101 CHF | 50 480 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 2,11 CHF | 2,13 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 145 CHF | 52 972 CHF | 100,00% | 100,00% |
08/11/2024 | 1,32% | 1,99 CHF | 2,02 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 24 547 CHF | 24 872 CHF | 86,95% | 86,95% |