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 | 0,65% | 3,11 CHF | 3,13 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 60 177 CHF | 60 570 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 3,06 CHF | 3,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 318 CHF | 74 721 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 2,44 CHF | 2,46 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 49 882 CHF | 50 241 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 2,73 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 64 169 CHF | 64 545 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 2,34 CHF | 2,36 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 50 055 CHF | 50 437 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 2,78 CHF | 2,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 765 CHF | 69 223 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 2,70 CHF | 2,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 117 CHF | 65 527 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 2,33 CHF | 2,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 55 856 CHF | 56 271 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 2,34 CHF | 2,35 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 68 343 CHF | 68 795 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 2,18 CHF | 2,20 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 63 289 CHF | 63 757 CHF | 100,00% | 100,00% |