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 | 0,84% | 1,92 CHF | 1,93 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 341 CHF | 49 867 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,95 CHF | 1,96 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 57 758 CHF | 48 519 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 2,00 CHF | 2,02 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 216 CHF | 51 398 CHF | 93,88% | 93,88% |
15/11/2024 | 0,74% | 2,11 CHF | 2,13 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 62 702 CHF | 52 640 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 1,93 CHF | 1,94 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 363 CHF | 49 044 CHF | 99,22% | 99,22% |
13/11/2024 | 0,84% | 1,89 CHF | 1,91 CHF | 30 000 | 25 000 | 30 000 | 24 942 | 56 738 CHF | 47 569 CHF | 99,36% | 99,36% |
12/11/2024 | 0,82% | 1,90 CHF | 1,92 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 635 CHF | 51 787 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 2,17 CHF | 2,18 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 64 692 CHF | 54 312 CHF | 100,00% | 100,00% |
08/11/2024 | 1,25% | 2,05 CHF | 2,07 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 25 213 CHF | 25 529 CHF | 86,95% | 86,95% |
07/11/2024 | 0,84% | 1,94 CHF | 1,96 CHF | 30 000 | 25 000 | 30 000 | 24 739 | 57 090 CHF | 47 510 CHF | 98,73% | 98,73% |