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% | 2,78 CHF | 2,79 CHF | 50 000 | 50 000 | 49 919 | 49 919 | 140 354 CHF | 140 853 CHF | 95,41% | 95,41% |
19/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 50 000 | 50 000 | 49 628 | 49 628 | 133 496 CHF | 133 992 CHF | 86,86% | 86,86% |
18/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 50 000 | 50 000 | 49 980 | 49 980 | 148 982 CHF | 149 482 CHF | 99,39% | 99,39% |
15/11/2024 | 0,31% | 3,12 CHF | 3,13 CHF | 40 000 | 40 000 | 39 887 | 39 887 | 128 711 CHF | 129 110 CHF | 96,95% | 96,95% |
14/11/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 40 000 | 40 000 | 39 939 | 39 939 | 128 243 CHF | 128 643 CHF | 97,16% | 97,16% |
13/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 40 000 | 40 000 | 40 548 | 40 548 | 126 418 CHF | 126 823 CHF | 95,91% | 95,91% |
12/11/2024 | 0,32% | 3,03 CHF | 3,04 CHF | 50 000 | 50 000 | 41 108 | 41 108 | 128 589 CHF | 129 000 CHF | 95,86% | 95,86% |
11/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 40 000 | 40 000 | 41 477 | 41 477 | 128 223 CHF | 128 637 CHF | 97,09% | 97,09% |
08/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 50 000 | 50 000 | 47 272 | 47 272 | 141 397 CHF | 141 871 CHF | 93,01% | 93,01% |
07/11/2024 | 0,32% | 3,03 CHF | 3,04 CHF | 50 000 | 50 000 | 40 091 | 40 091 | 124 507 CHF | 124 908 CHF | 93,30% | 93,30% |