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% | 3,43 CHF | 3,51 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 70 565 CHF | 35 411 CHF | 14,13% | 100,00% |
19/11/2024 | 0,35% | 3,42 CHF | 3,43 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 67 415 CHF | 33 826 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 3,41 CHF | 3,42 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 68 692 CHF | 34 472 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 3,47 CHF | 3,48 CHF | 20 000 | 10 000 | 14 531 | 8 177 | 51 019 CHF | 28 770 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 3,44 CHF | 3,45 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 69 080 CHF | 34 657 CHF | 99,44% | 99,44% |
13/11/2024 | 0,36% | 3,53 CHF | 3,54 CHF | 20 000 | 10 000 | 20 000 | 9 937 | 68 677 CHF | 34 241 CHF | 98,88% | 98,88% |
12/11/2024 | 0,34% | 3,45 CHF | 3,46 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 69 816 CHF | 35 027 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,58 CHF | 3,59 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 72 408 CHF | 36 325 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,52 CHF | 3,53 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 70 472 CHF | 35 352 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 3,44 CHF | 3,46 CHF | 20 000 | 10 000 | 20 000 | 9 740 | 69 706 CHF | 34 093 CHF | 99,06% | 99,06% |