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 | 0,41% | 2,40 CHF | 2,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 749 CHF | 37 903 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,67 CHF | 2,68 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 315 CHF | 37 471 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 39 821 CHF | 39 972 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 39 413 CHF | 39 564 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 771 CHF | 38 921 CHF | 99,99% | 99,99% |
13/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 36 233 CHF | 36 383 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,49 CHF | 2,50 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 309 CHF | 38 459 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 995 CHF | 38 145 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 030 CHF | 37 180 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,48 CHF | 2,49 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 36 019 CHF | 36 169 CHF | 100,00% | 100,00% |