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 | 0,31% | 3,14 CHF | 3,15 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 64 288 CHF | 64 488 CHF | 99,73% | 99,73% |
19/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 61 652 CHF | 61 852 CHF | 99,92% | 99,92% |
18/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 62 892 CHF | 63 092 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 64 175 CHF | 64 375 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 63 281 CHF | 63 481 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 62 917 CHF | 63 117 CHF | 99,92% | 99,92% |
12/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 63 990 CHF | 64 190 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 66 630 CHF | 66 830 CHF | 99,66% | 99,66% |
08/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 64 690 CHF | 64 890 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 63 958 CHF | 64 158 CHF | 99,70% | 99,70% |