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 | 0,90% | 1,71 CHF | 1,72 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 53 034 CHF | 44 594 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 1,74 CHF | 1,75 CHF | 30 000 | 25 000 | 30 042 | 25 000 | 51 488 CHF | 43 269 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 1,79 CHF | 1,81 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 916 CHF | 46 148 CHF | 93,88% | 93,88% |
15/11/2024 | 0,86% | 1,90 CHF | 1,92 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 356 CHF | 47 367 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 1,71 CHF | 1,73 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 52 041 CHF | 43 793 CHF | 99,22% | 99,22% |
13/11/2024 | 0,85% | 1,68 CHF | 1,70 CHF | 30 000 | 25 000 | 32 229 | 24 942 | 54 128 CHF | 42 294 CHF | 99,36% | 99,36% |
12/11/2024 | 0,92% | 1,69 CHF | 1,71 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 55 335 CHF | 46 537 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 1,96 CHF | 1,97 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 392 CHF | 49 062 CHF | 100,00% | 100,00% |
08/11/2024 | 1,42% | 1,84 CHF | 1,86 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 22 574 CHF | 22 897 CHF | 86,95% | 86,95% |
07/11/2024 | 0,94% | 1,73 CHF | 1,75 CHF | 30 000 | 25 000 | 32 590 | 24 739 | 54 920 CHF | 42 289 CHF | 98,73% | 98,73% |