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 | 0,73% | 3,06 CHF | 3,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 001 CHF | 157 148 CHF | 99,64% | 99,64% |
19/11/2024 | 0,79% | 2,88 CHF | 2,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 836 CHF | 143 975 CHF | 96,67% | 96,67% |
18/11/2024 | 0,90% | 2,92 CHF | 2,94 CHF | 50 000 | 50 000 | 44 486 | 44 486 | 128 399 CHF | 129 501 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 2,91 CHF | 2,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 231 CHF | 148 409 CHF | 97,65% | 97,65% |
14/11/2024 | 0,78% | 2,98 CHF | 3,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 865 CHF | 151 046 CHF | 99,42% | 99,42% |
13/11/2024 | 0,78% | 3,04 CHF | 3,06 CHF | 50 000 | 50 000 | 49 435 | 49 435 | 151 103 CHF | 152 274 CHF | 98,22% | 98,22% |
12/11/2024 | 0,76% | 3,05 CHF | 3,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 158 415 CHF | 159 622 CHF | 99,54% | 99,54% |
11/11/2024 | 0,73% | 3,27 CHF | 3,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 163 724 CHF | 164 917 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 3,16 CHF | 3,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 098 CHF | 157 291 CHF | 96,69% | 96,69% |
07/11/2024 | 0,78% | 3,15 CHF | 3,17 CHF | 50 000 | 50 000 | 48 702 | 48 702 | 153 591 CHF | 154 774 CHF | 99,02% | 99,02% |