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 | 0,57% | 1,73 CHF | 1,74 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 69 919 CHF | 70 319 CHF | 99,73% | 99,73% |
19/11/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 71 956 CHF | 72 356 CHF | 99,85% | 99,85% |
18/11/2024 | 0,57% | 1,86 CHF | 1,87 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 69 823 CHF | 70 223 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 1,68 CHF | 1,69 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 69 581 CHF | 69 981 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,85 CHF | 1,86 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 71 848 CHF | 72 248 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 1,94 CHF | 1,95 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 67 836 CHF | 68 236 CHF | 99,95% | 99,95% |
12/11/2024 | 0,45% | 1,92 CHF | 1,93 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 89 093 CHF | 89 493 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 95 131 CHF | 95 531 CHF | 99,66% | 99,66% |
08/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 90 478 CHF | 90 878 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 91 915 CHF | 92 315 CHF | 99,70% | 99,70% |