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 | 0,73% | 2,99 CHF | 3,01 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 61 261 CHF | 30 855 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 2,98 CHF | 3,01 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 58 706 CHF | 29 574 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 2,97 CHF | 2,99 CHF | 20 000 | 10 000 | 20 000 | 8 897 | 59 888 CHF | 26 804 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 3,03 CHF | 3,05 CHF | 20 000 | 10 000 | 14 531 | 8 177 | 44 623 CHF | 25 254 CHF | 100,00% | 100,00% |
14/11/2024 | 0,73% | 3,00 CHF | 3,02 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 60 238 CHF | 30 340 CHF | 99,44% | 99,44% |
13/11/2024 | 0,75% | 3,08 CHF | 3,11 CHF | 20 000 | 10 000 | 20 000 | 9 937 | 59 863 CHF | 29 962 CHF | 98,88% | 98,88% |
12/11/2024 | 0,73% | 3,00 CHF | 3,02 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 60 899 CHF | 30 673 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 3,13 CHF | 3,16 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 63 488 CHF | 31 964 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 3,07 CHF | 3,10 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 61 618 CHF | 31 026 CHF | 100,00% | 100,00% |
07/11/2024 | 0,74% | 3,00 CHF | 3,03 CHF | 20 000 | 10 000 | 20 000 | 9 740 | 60 845 CHF | 29 872 CHF | 99,06% | 99,06% |