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 | 1,32% | 3,58 CHF | 3,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 180 771 CHF | 183 172 CHF | 89,78% | 89,78% |
19/11/2024 | 0,81% | 3,51 CHF | 3,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 177 987 CHF | 179 425 CHF | 98,83% | 98,83% |
18/11/2024 | 0,96% | 3,48 CHF | 3,51 CHF | 50 000 | 50 000 | 44 761 | 44 761 | 151 067 CHF | 152 446 CHF | 97,45% | 97,45% |
15/11/2024 | 0,91% | 3,18 CHF | 3,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 865 CHF | 159 312 CHF | 98,30% | 98,30% |
14/11/2024 | 0,95% | 3,13 CHF | 3,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 806 CHF | 151 233 CHF | 97,08% | 97,08% |
13/11/2024 | 0,94% | 3,10 CHF | 3,13 CHF | 50 000 | 50 000 | 49 698 | 49 698 | 153 282 CHF | 154 726 CHF | 97,16% | 97,16% |
12/11/2024 | 0,92% | 3,02 CHF | 3,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 796 CHF | 158 249 CHF | 98,01% | 98,01% |
11/11/2024 | 0,90% | 3,27 CHF | 3,30 CHF | 50 000 | 50 000 | 41 256 | 41 256 | 137 098 CHF | 138 269 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 2,87 CHF | 2,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 514 CHF | 144 912 CHF | 100,00% | 100,00% |
07/11/2024 | 1,12% | 2,99 CHF | 3,01 CHF | 50 000 | 50 000 | 35 229 | 35 229 | 105 759 CHF | 106 850 CHF | 94,47% | 94,47% |