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 | 0,73% | 2,83 CHF | 2,85 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 54 663 CHF | 55 060 CHF | 100,00% | 100,00% |
19/11/2024 | 0,73% | 2,82 CHF | 2,84 CHF | 20 000 | 20 000 | 19 810 | 19 810 | 54 953 CHF | 55 350 CHF | 98,94% | 98,94% |
18/11/2024 | 0,73% | 2,70 CHF | 2,72 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 54 934 CHF | 55 331 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 2,76 CHF | 2,78 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 54 122 CHF | 54 522 CHF | 71,99% | 71,99% |
14/11/2024 | 0,75% | 2,66 CHF | 2,68 CHF | 20 000 | 20 000 | 19 443 | 19 443 | 51 987 CHF | 52 376 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 2,90 CHF | 2,92 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 56 858 CHF | 57 254 CHF | 99,37% | 99,37% |
12/11/2024 | 0,72% | 2,89 CHF | 2,91 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 55 767 CHF | 56 164 CHF | 100,00% | 100,00% |
11/11/2024 | 0,75% | 2,72 CHF | 2,74 CHF | 20 000 | 20 000 | 19 804 | 19 804 | 53 360 CHF | 53 756 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 2,71 CHF | 2,73 CHF | 20 000 | 20 000 | 19 572 | 19 572 | 52 124 CHF | 52 515 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 2,59 CHF | 2,61 CHF | 19 000 | 19 000 | 18 933 | 18 933 | 48 136 CHF | 48 515 CHF | 100,00% | 100,00% |