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 | 0,31% | 3,15 CHF | 3,16 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 63 953 CHF | 64 152 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 20 000 | 20 000 | 19 810 | 19 810 | 63 692 CHF | 63 890 CHF | 98,98% | 98,98% |
18/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 63 762 CHF | 63 960 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 65 767 CHF | 65 967 CHF | 71,92% | 71,92% |
14/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 20 000 | 20 000 | 19 464 | 19 464 | 64 670 CHF | 64 864 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 61 971 CHF | 62 169 CHF | 99,36% | 99,36% |
12/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 63 097 CHF | 63 296 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 65 526 CHF | 65 724 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 20 000 | 20 000 | 19 556 | 19 556 | 65 349 CHF | 65 545 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 19 000 | 19 000 | 18 935 | 18 935 | 65 581 CHF | 65 770 CHF | 100,00% | 100,00% |