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 | 0,35% | 2,79 CHF | 2,80 CHF | 20 000 | 20 000 | 20 000 | 9 038 | 57 510 CHF | 25 824 CHF | 99,61% | 99,61% |
19/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 20 000 | 20 000 | 20 000 | 9 503 | 56 092 CHF | 26 656 CHF | 86,50% | 86,50% |
18/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 20 000 | 20 000 | 20 000 | 9 042 | 57 055 CHF | 25 902 CHF | 99,58% | 99,58% |
15/11/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 59 517 CHF | 26 753 CHF | 99,65% | 99,65% |
14/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 20 000 | 20 000 | 20 000 | 9 042 | 60 501 CHF | 27 475 CHF | 99,63% | 99,63% |
13/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 20 000 | 20 000 | 20 000 | 9 106 | 58 794 CHF | 26 777 CHF | 97,54% | 97,54% |
12/11/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 20 000 | 20 000 | 20 000 | 9 123 | 57 514 CHF | 26 399 CHF | 97,03% | 97,03% |
11/11/2024 | 0,34% | 2,87 CHF | 2,88 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 58 908 CHF | 26 668 CHF | 99,62% | 99,62% |
08/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 20 000 | 20 000 | 20 000 | 9 040 | 59 372 CHF | 26 931 CHF | 99,64% | 99,64% |
07/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 20 000 | 20 000 | 20 000 | 9 038 | 58 366 CHF | 26 507 CHF | 99,62% | 99,62% |