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 | 1,54% | 3,24 CHF | 3,27 CHF | 50 000 | 50 000 | 26 591 | 18 788 | 89 771 CHF | 63 487 CHF | 98,53% | 98,53% |
19/11/2024 | 1,63% | 3,38 CHF | 3,41 CHF | 50 000 | 50 000 | 26 516 | 18 689 | 86 384 CHF | 61 744 CHF | 99,66% | 99,66% |
18/11/2024 | 1,55% | 3,41 CHF | 3,44 CHF | 50 000 | 50 000 | 26 530 | 18 707 | 90 980 CHF | 64 915 CHF | 99,45% | 99,45% |
15/11/2024 | 1,37% | 3,49 CHF | 3,52 CHF | 50 000 | 50 000 | 26 517 | 18 689 | 100 421 CHF | 70 411 CHF | 99,66% | 99,66% |
14/11/2024 | 2,05% | 4,10 CHF | 4,15 CHF | 50 000 | 50 000 | 26 517 | 18 689 | 112 675 CHF | 80 261 CHF | 99,66% | 99,66% |
13/11/2024 | 1,37% | 4,12 CHF | 4,15 CHF | 50 000 | 50 000 | 26 654 | 18 873 | 104 667 CHF | 75 447 CHF | 97,60% | 97,60% |
12/11/2024 | 1,43% | 3,68 CHF | 3,71 CHF | 50 000 | 50 000 | 26 517 | 18 689 | 98 345 CHF | 70 136 CHF | 99,66% | 99,66% |
11/11/2024 | 1,38% | 3,72 CHF | 3,75 CHF | 50 000 | 50 000 | 26 518 | 18 691 | 100 937 CHF | 71 497 CHF | 99,66% | 99,66% |
08/11/2024 | 1,37% | 3,84 CHF | 3,87 CHF | 50 000 | 50 000 | 26 530 | 18 707 | 102 331 CHF | 72 846 CHF | 99,45% | 99,45% |
07/11/2024 | 1,43% | 3,97 CHF | 4,00 CHF | 50 000 | 50 000 | 26 517 | 18 689 | 100 587 CHF | 72 605 CHF | 99,66% | 99,66% |