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 | 0,33% | 2,96 CHF | 2,97 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 6 063 CHF | 6 082 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 5 860 CHF | 5 880 CHF | 98,97% | 98,97% |
18/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 5 877 CHF | 5 897 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,00 CHF | 3,01 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 6 173 CHF | 6 193 CHF | 71,93% | 71,93% |
14/11/2024 | 0,32% | 3,25 CHF | 3,26 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 6 210 CHF | 6 230 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 5 785 CHF | 5 805 CHF | 99,36% | 99,36% |
12/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 6 129 CHF | 6 149 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 2 000 | 2 000 | 1 968 | 1 968 | 6 653 CHF | 6 673 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 6 552 CHF | 6 572 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 3,48 CHF | 3,49 CHF | 2 000 | 2 000 | 1 981 | 1 981 | 7 047 CHF | 7 067 CHF | 100,00% | 100,00% |