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 | 0,68% | 2,92 CHF | 2,94 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 116 606 CHF | 117 406 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 2,91 CHF | 2,93 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 115 307 CHF | 116 107 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 2,80 CHF | 2,82 CHF | 40 000 | 40 000 | 40 013 | 40 013 | 111 314 CHF | 112 115 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 2,75 CHF | 2,77 CHF | 40 000 | 40 000 | 41 906 | 41 906 | 115 995 CHF | 116 834 CHF | 98,05% | 98,05% |
14/11/2024 | 0,69% | 2,90 CHF | 2,92 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 114 881 CHF | 115 681 CHF | 99,00% | 99,00% |
13/11/2024 | 1,87% | 2,84 CHF | 2,86 CHF | 40 000 | 40 000 | 19 979 | 19 979 | 56 967 CHF | 57 823 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 2,98 CHF | 3,00 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 120 584 CHF | 121 384 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 3,10 CHF | 3,12 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 124 480 CHF | 125 280 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 2,99 CHF | 3,01 CHF | 40 000 | 40 000 | 39 987 | 39 987 | 120 442 CHF | 121 242 CHF | 98,80% | 98,80% |
07/11/2024 | 0,66% | 3,00 CHF | 3,02 CHF | 40 000 | 40 000 | 39 999 | 39 999 | 121 524 CHF | 122 324 CHF | 99,39% | 99,39% |