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% | 3,04 CHF | 3,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 191 CHF | 151 691 CHF | 99,46% | 99,46% |
19/11/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 666 CHF | 150 166 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 619 CHF | 155 119 CHF | 99,30% | 99,30% |
15/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 594 CHF | 160 094 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 165 557 CHF | 166 057 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 465 CHF | 159 965 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 460 CHF | 156 960 CHF | 99,82% | 99,82% |
11/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 145 627 CHF | 146 127 CHF | 99,78% | 99,78% |
08/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 613 CHF | 142 113 CHF | 99,17% | 99,17% |
07/11/2024 | 0,35% | 2,74 CHF | 2,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 544 CHF | 142 044 CHF | 99,96% | 99,96% |