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 | 0,85% | 3,39 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 174 492 CHF | 175 977 CHF | 99,28% | 99,28% |
19/11/2024 | 0,59% | 3,38 CHF | 3,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 816 CHF | 167 810 CHF | 98,46% | 98,46% |
18/11/2024 | 0,64% | 3,44 CHF | 3,46 CHF | 50 000 | 50 000 | 43 383 | 43 383 | 149 252 CHF | 150 164 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 3,60 CHF | 3,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 180 533 CHF | 181 533 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 3,67 CHF | 3,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 181 372 CHF | 182 372 CHF | 65,38% | 65,38% |
13/11/2024 | 0,58% | 3,53 CHF | 3,55 CHF | 50 000 | 50 000 | 49 437 | 49 437 | 172 564 CHF | 173 557 CHF | 97,42% | 97,42% |
12/11/2024 | 0,55% | 3,47 CHF | 3,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 181 386 CHF | 182 391 CHF | 100,00% | 100,00% |
11/11/2024 | 0,55% | 3,77 CHF | 3,79 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 182 620 CHF | 183 607 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 3,59 CHF | 3,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 179 573 CHF | 180 573 CHF | 96,01% | 96,01% |
07/11/2024 | 0,56% | 3,65 CHF | 3,67 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 176 443 CHF | 177 423 CHF | 98,73% | 98,73% |