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 | 0,45% | 2,89 CHF | 3,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 75 944 CHF | 76 284 CHF | 14,13% | 100,00% |
19/11/2024 | 0,44% | 3,04 CHF | 3,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 75 335 CHF | 75 668 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 3,08 CHF | 3,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 75 878 CHF | 76 226 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 3,18 CHF | 3,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 82 423 CHF | 82 752 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 3,45 CHF | 3,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 85 947 CHF | 86 300 CHF | 99,52% | 99,52% |
13/11/2024 | 0,43% | 3,29 CHF | 3,31 CHF | 25 000 | 25 000 | 24 889 | 24 889 | 82 380 CHF | 82 735 CHF | 99,32% | 99,32% |
12/11/2024 | 0,46% | 3,40 CHF | 3,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 86 610 CHF | 87 006 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 3,52 CHF | 3,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 88 680 CHF | 89 041 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 3,47 CHF | 3,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 86 053 CHF | 86 398 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 3,46 CHF | 3,47 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 85 483 CHF | 85 850 CHF | 99,12% | 99,12% |