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 | 0,58% | 3,53 CHF | 3,55 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 68 557 CHF | 68 954 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 3,52 CHF | 3,54 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 68 835 CHF | 69 232 CHF | 98,94% | 98,94% |
18/11/2024 | 0,58% | 3,40 CHF | 3,42 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 68 819 CHF | 69 216 CHF | 100,00% | 100,00% |
15/11/2024 | 0,59% | 3,46 CHF | 3,48 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 68 146 CHF | 68 546 CHF | 71,65% | 71,65% |
14/11/2024 | 0,60% | 3,36 CHF | 3,38 CHF | 20 000 | 20 000 | 19 452 | 19 452 | 65 664 CHF | 66 054 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 3,60 CHF | 3,62 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 70 744 CHF | 71 140 CHF | 99,36% | 99,36% |
12/11/2024 | 0,57% | 3,59 CHF | 3,61 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 69 658 CHF | 70 054 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 3,42 CHF | 3,44 CHF | 20 000 | 20 000 | 19 805 | 19 805 | 67 259 CHF | 67 655 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 3,42 CHF | 3,44 CHF | 20 000 | 20 000 | 19 575 | 19 575 | 65 876 CHF | 66 268 CHF | 100,00% | 100,00% |
07/11/2024 | 0,62% | 3,29 CHF | 3,31 CHF | 19 000 | 19 000 | 18 936 | 18 936 | 61 437 CHF | 61 817 CHF | 100,00% | 100,00% |