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% | 2,92 CHF | 2,93 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 60 257 CHF | 27 075 CHF | 99,64% | 99,64% |
19/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 20 000 | 20 000 | 20 000 | 9 501 | 58 830 CHF | 27 949 CHF | 86,48% | 86,48% |
18/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 20 000 | 20 000 | 20 000 | 9 042 | 59 806 CHF | 27 147 CHF | 99,59% | 99,59% |
15/11/2024 | 0,32% | 3,00 CHF | 3,01 CHF | 20 000 | 20 000 | 20 000 | 9 039 | 62 270 CHF | 27 992 CHF | 99,63% | 99,63% |
14/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 20 000 | 20 000 | 20 000 | 9 042 | 63 256 CHF | 28 718 CHF | 99,63% | 99,63% |
13/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 20 000 | 20 000 | 20 000 | 9 107 | 61 529 CHF | 28 025 CHF | 97,54% | 97,54% |
12/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 20 000 | 20 000 | 20 000 | 9 121 | 60 246 CHF | 27 640 CHF | 97,01% | 97,01% |
11/11/2024 | 0,32% | 3,00 CHF | 3,01 CHF | 20 000 | 20 000 | 20 000 | 9 040 | 61 632 CHF | 27 896 CHF | 99,61% | 99,61% |
08/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 20 000 | 20 000 | 20 000 | 9 038 | 62 073 CHF | 28 147 CHF | 99,63% | 99,63% |
07/11/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 20 000 | 20 000 | 20 000 | 9 040 | 61 074 CHF | 27 736 CHF | 99,65% | 99,65% |