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 | 0,36% | 2,76 CHF | 2,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 463 CHF | 138 963 CHF | 99,39% | 99,39% |
19/11/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 95 701 CHF | 96 051 CHF | 99,26% | 99,26% |
18/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 97 457 CHF | 97 807 CHF | 99,30% | 99,30% |
15/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 101 841 CHF | 102 191 CHF | 99,38% | 99,38% |
14/11/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 100 501 CHF | 100 851 CHF | 99,38% | 99,38% |
13/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 100 399 CHF | 100 749 CHF | 99,39% | 99,39% |
12/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 102 111 CHF | 102 461 CHF | 99,08% | 99,08% |
11/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 106 251 CHF | 106 601 CHF | 99,28% | 99,28% |
08/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 104 574 CHF | 104 924 CHF | 99,39% | 99,39% |
07/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 99 970 CHF | 100 320 CHF | 99,26% | 99,26% |