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 | 0,30% | 3,40 CHF | 3,41 CHF | 30 000 | 30 000 | 29 496 | 29 496 | 101 568 CHF | 101 864 CHF | 97,40% | 97,40% |
19/11/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 30 000 | 30 000 | 29 091 | 29 091 | 98 407 CHF | 98 699 CHF | 96,44% | 96,44% |
18/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 30 000 | 30 000 | 29 939 | 29 939 | 95 749 CHF | 96 048 CHF | 99,40% | 99,40% |
15/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 30 000 | 30 000 | 29 487 | 29 487 | 87 848 CHF | 88 143 CHF | 98,18% | 98,18% |
14/11/2024 | 0,36% | 2,95 CHF | 2,96 CHF | 30 000 | 30 000 | 29 376 | 29 376 | 82 823 CHF | 83 117 CHF | 94,94% | 94,94% |
13/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 30 000 | 30 000 | 29 441 | 29 441 | 85 552 CHF | 85 847 CHF | 98,74% | 98,74% |
12/11/2024 | 0,34% | 2,85 CHF | 2,86 CHF | 30 000 | 30 000 | 29 517 | 29 517 | 87 297 CHF | 87 593 CHF | 95,70% | 95,70% |
11/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 30 000 | 30 000 | 29 234 | 29 234 | 91 989 CHF | 92 282 CHF | 95,21% | 95,21% |
08/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 30 000 | 30 000 | 29 547 | 29 547 | 79 504 CHF | 79 802 CHF | 95,72% | 95,72% |
07/11/2024 | 0,37% | 2,81 CHF | 2,82 CHF | 30 000 | 30 000 | 28 755 | 28 755 | 80 768 CHF | 81 057 CHF | 95,52% | 96,20% |