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 | 0,33% | 3,01 CHF | 3,02 CHF | 30 000 | 30 000 | 29 533 | 29 533 | 90 010 CHF | 90 306 CHF | 98,60% | 98,60% |
19/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 30 000 | 30 000 | 29 029 | 29 029 | 86 688 CHF | 86 979 CHF | 97,40% | 97,40% |
18/11/2024 | 0,36% | 2,89 CHF | 2,90 CHF | 30 000 | 30 000 | 29 958 | 29 958 | 83 972 CHF | 84 271 CHF | 99,60% | 99,60% |
15/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 30 000 | 30 000 | 29 582 | 29 582 | 76 433 CHF | 76 729 CHF | 98,69% | 98,69% |
14/11/2024 | 0,42% | 2,55 CHF | 2,56 CHF | 30 000 | 30 000 | 29 384 | 29 384 | 71 210 CHF | 71 505 CHF | 95,56% | 95,56% |
13/11/2024 | 0,41% | 2,52 CHF | 2,53 CHF | 30 000 | 30 000 | 29 374 | 29 374 | 73 715 CHF | 74 009 CHF | 99,26% | 99,26% |
12/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 30 000 | 30 000 | 29 497 | 29 497 | 75 568 CHF | 75 864 CHF | 97,44% | 97,44% |
11/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 30 000 | 30 000 | 29 415 | 29 415 | 80 923 CHF | 81 218 CHF | 96,82% | 96,82% |
08/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 30 000 | 30 000 | 29 525 | 29 525 | 67 804 CHF | 68 101 CHF | 96,71% | 96,71% |
07/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 30 000 | 30 000 | 28 860 | 28 860 | 69 651 CHF | 69 941 CHF | 96,39% | 97,32% |