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 | 0,41% | 2,40 CHF | 2,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 36 281 CHF | 36 431 CHF | 99,98% | 99,98% |
19/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 34 743 CHF | 34 893 CHF | 99,88% | 99,88% |
18/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 35 209 CHF | 35 359 CHF | 99,93% | 99,93% |
15/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 36 016 CHF | 36 166 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 35 697 CHF | 35 847 CHF | 99,66% | 99,66% |
13/11/2024 | 0,42% | 2,31 CHF | 2,32 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 35 375 CHF | 35 525 CHF | 99,95% | 99,95% |
12/11/2024 | 0,41% | 2,33 CHF | 2,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 36 111 CHF | 36 261 CHF | 99,84% | 99,84% |
11/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 502 CHF | 37 652 CHF | 99,81% | 99,81% |
08/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 255 CHF | 37 405 CHF | 99,86% | 99,86% |
07/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 36 565 CHF | 36 715 CHF | 99,90% | 99,90% |