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 | 2,00% | 36,56 CHF | 37,30 CHF | 7 750 | 8 000 | 7 996 | 8 000 | 287 897 CHF | 293 848 CHF | 100,00% | 100,00% |
19/11/2024 | 2,00% | 36,07 CHF | 36,80 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 288 958 CHF | 294 802 CHF | 99,90% | 99,90% |
18/11/2024 | 2,00% | 36,15 CHF | 36,88 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 287 122 CHF | 292 917 CHF | 100,00% | 100,00% |
15/11/2024 | 2,00% | 34,19 CHF | 34,88 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 275 636 CHF | 281 210 CHF | 100,00% | 100,00% |
14/11/2024 | 2,00% | 34,22 CHF | 34,91 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 282 084 CHF | 287 786 CHF | 99,99% | 99,99% |
13/11/2024 | 2,00% | 35,54 CHF | 36,26 CHF | 7 930 | 8 000 | 7 954 | 8 000 | 269 036 CHF | 276 074 CHF | 99,94% | 99,94% |
12/11/2024 | 2,00% | 34,27 CHF | 34,96 CHF | 8 000 | 7 810 | 8 000 | 7 864 | 283 057 CHF | 283 896 CHF | 100,00% | 100,00% |
11/11/2024 | 2,00% | 36,31 CHF | 37,04 CHF | 7 624 | 8 000 | 7 730 | 8 000 | 271 103 CHF | 286 285 CHF | 100,00% | 100,00% |
08/11/2024 | 2,00% | 29,81 CHF | 30,41 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 237 891 CHF | 242 691 CHF | 99,98% | 99,98% |
07/11/2024 | 2,00% | 30,41 CHF | 31,02 CHF | 6 850 | 8 000 | 7 166 | 8 000 | 216 179 CHF | 246 220 CHF | 100,00% | 100,00% |