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 | 0,32% | 3,03 CHF | 3,04 CHF | 20 000 | 20 000 | 20 000 | 9 039 | 62 453 CHF | 28 060 CHF | 99,63% | 99,63% |
19/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 20 000 | 20 000 | 20 000 | 9 504 | 61 019 CHF | 28 998 CHF | 86,51% | 86,51% |
18/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 20 000 | 20 000 | 20 000 | 9 042 | 62 005 CHF | 28 140 CHF | 99,60% | 99,60% |
15/11/2024 | 0,31% | 3,11 CHF | 3,12 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 64 471 CHF | 28 994 CHF | 99,66% | 99,66% |
14/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 20 000 | 20 000 | 20 000 | 9 043 | 65 459 CHF | 29 717 CHF | 99,64% | 99,64% |
13/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 20 000 | 20 000 | 20 000 | 9 107 | 63 716 CHF | 29 022 CHF | 97,56% | 97,56% |
12/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 20 000 | 20 000 | 20 000 | 9 123 | 62 430 CHF | 28 643 CHF | 97,03% | 97,03% |
11/11/2024 | 0,31% | 3,11 CHF | 3,12 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 63 809 CHF | 28 886 CHF | 99,61% | 99,61% |
08/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 64 231 CHF | 29 131 CHF | 99,66% | 99,66% |
07/11/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 20 000 | 20 000 | 20 000 | 9 038 | 63 238 CHF | 28 707 CHF | 99,63% | 99,63% |