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 | 0,34% | 2,86 CHF | 2,87 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 58 260 CHF | 58 460 CHF | 99,97% | 99,97% |
19/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 58 367 CHF | 58 567 CHF | 99,78% | 99,78% |
18/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 57 637 CHF | 57 837 CHF | 99,91% | 99,91% |
15/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 56 647 CHF | 56 847 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 56 970 CHF | 57 170 CHF | 99,66% | 99,66% |
13/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 56 627 CHF | 56 827 CHF | 99,94% | 99,94% |
12/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 58 769 CHF | 58 969 CHF | 99,84% | 99,84% |
11/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 60 821 CHF | 61 021 CHF | 99,76% | 99,76% |
08/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 60 935 CHF | 61 135 CHF | 99,88% | 99,88% |
07/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 61 635 CHF | 61 835 CHF | 99,89% | 99,89% |