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 | 0,75% | 1,95 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 60 477 CHF | 50 777 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 1,98 CHF | 2,00 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 848 CHF | 49 453 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 2,04 CHF | 2,05 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 319 CHF | 52 329 CHF | 93,88% | 93,88% |
15/11/2024 | 0,72% | 2,15 CHF | 2,17 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 814 CHF | 53 565 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 1,96 CHF | 1,98 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 476 CHF | 49 918 CHF | 99,22% | 99,22% |
13/11/2024 | 0,87% | 1,93 CHF | 1,94 CHF | 30 000 | 25 000 | 30 000 | 24 942 | 57 805 CHF | 48 482 CHF | 99,36% | 99,36% |
12/11/2024 | 0,75% | 1,94 CHF | 1,96 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 785 CHF | 52 714 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 2,20 CHF | 2,22 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 827 CHF | 55 207 CHF | 100,00% | 100,00% |
08/11/2024 | 1,25% | 2,08 CHF | 2,11 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 25 664 CHF | 25 987 CHF | 86,95% | 86,95% |
07/11/2024 | 0,81% | 1,98 CHF | 1,99 CHF | 30 000 | 25 000 | 30 000 | 24 739 | 58 185 CHF | 48 405 CHF | 98,73% | 98,73% |