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 | 0,60% | 2,74 CHF | 2,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 924 CHF | 70 344 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 2,77 CHF | 2,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 598 CHF | 68 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 2,82 CHF | 2,84 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 473 CHF | 71 870 CHF | 93,88% | 93,88% |
15/11/2024 | 0,53% | 2,93 CHF | 2,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 706 CHF | 73 090 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 2,74 CHF | 2,76 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 094 CHF | 69 512 CHF | 99,22% | 99,22% |
13/11/2024 | 0,55% | 2,71 CHF | 2,73 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 67 593 CHF | 67 964 CHF | 99,36% | 99,36% |
12/11/2024 | 0,57% | 2,72 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 820 CHF | 72 230 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 2,98 CHF | 3,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 371 CHF | 74 722 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 2,86 CHF | 2,89 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 35 422 CHF | 35 747 CHF | 86,95% | 86,95% |
07/11/2024 | 0,57% | 2,76 CHF | 2,78 CHF | 25 000 | 25 000 | 24 739 | 24 739 | 67 352 CHF | 67 734 CHF | 98,73% | 98,73% |