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 | 0,92% | 3,49 CHF | 3,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 174 631 CHF | 176 251 CHF | 19,40% | 19,40% |
19/11/2024 | 0,74% | 3,33 CHF | 3,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 626 CHF | 165 855 CHF | 95,42% | 95,42% |
18/11/2024 | 0,80% | 3,41 CHF | 3,43 CHF | 50 000 | 50 000 | 44 486 | 44 486 | 149 990 CHF | 151 141 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 3,33 CHF | 3,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 035 CHF | 168 276 CHF | 99,47% | 99,47% |
14/11/2024 | 0,71% | 3,43 CHF | 3,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 168 946 CHF | 170 142 CHF | 99,44% | 99,44% |
13/11/2024 | 0,73% | 3,33 CHF | 3,35 CHF | 50 000 | 50 000 | 49 555 | 49 555 | 165 355 CHF | 166 568 CHF | 98,80% | 98,80% |
12/11/2024 | 0,71% | 3,40 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 174 167 CHF | 175 411 CHF | 98,96% | 98,96% |
11/11/2024 | 0,69% | 3,58 CHF | 3,61 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 171 880 CHF | 173 065 CHF | 98,65% | 98,65% |
08/11/2024 | 0,71% | 3,41 CHF | 3,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 171 515 CHF | 172 737 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 3,63 CHF | 3,65 CHF | 50 000 | 50 000 | 48 701 | 48 701 | 178 036 CHF | 179 252 CHF | 98,93% | 98,93% |