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 | 0,33% | 2,95 CHF | 2,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 744 CHF | 74 994 CHF | 99,36% | 99,36% |
19/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 475 CHF | 72 725 CHF | 99,27% | 99,27% |
18/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 460 CHF | 76 710 CHF | 99,30% | 99,30% |
15/11/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 598 CHF | 76 848 CHF | 99,34% | 99,34% |
14/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 75 285 CHF | 75 535 CHF | 99,38% | 99,38% |
13/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 677 CHF | 72 927 CHF | 99,36% | 99,36% |
12/11/2024 | 0,40% | 2,36 CHF | 2,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 446 CHF | 62 696 CHF | 99,05% | 99,05% |
11/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 518 CHF | 62 768 CHF | 99,23% | 99,23% |
08/11/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 58 631 CHF | 58 881 CHF | 99,38% | 99,38% |
07/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 57 151 CHF | 57 401 CHF | 99,27% | 99,27% |