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 | 0,34% | 2,87 CHF | 2,88 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 59 118 CHF | 26 560 CHF | 99,65% | 99,65% |
19/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 20 000 | 20 000 | 20 000 | 9 501 | 57 694 CHF | 27 410 CHF | 86,48% | 86,48% |
18/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 20 000 | 20 000 | 20 000 | 9 042 | 58 665 CHF | 26 629 CHF | 99,60% | 99,60% |
15/11/2024 | 0,33% | 2,94 CHF | 2,95 CHF | 20 000 | 20 000 | 20 000 | 9 039 | 61 128 CHF | 27 475 CHF | 99,64% | 99,64% |
14/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 20 000 | 20 000 | 20 000 | 9 042 | 62 113 CHF | 28 201 CHF | 99,64% | 99,64% |
13/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 20 000 | 20 000 | 20 000 | 9 107 | 60 395 CHF | 27 507 CHF | 97,55% | 97,55% |
12/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 20 000 | 20 000 | 20 000 | 9 121 | 59 113 CHF | 27 123 CHF | 97,01% | 97,01% |
11/11/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 20 000 | 20 000 | 20 000 | 9 040 | 60 502 CHF | 27 385 CHF | 99,61% | 99,61% |
08/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 20 000 | 20 000 | 20 000 | 9 039 | 60 953 CHF | 27 643 CHF | 99,64% | 99,64% |
07/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 20 000 | 20 000 | 20 000 | 9 040 | 59 951 CHF | 27 229 CHF | 99,65% | 99,65% |