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 | 0,34% | 3,48 CHF | 3,57 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 71 745 CHF | 35 995 CHF | 14,13% | 100,00% |
19/11/2024 | 0,35% | 3,48 CHF | 3,49 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 68 577 CHF | 34 408 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 3,46 CHF | 3,48 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 69 834 CHF | 35 035 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 3,53 CHF | 3,54 CHF | 20 000 | 10 000 | 14 531 | 8 177 | 51 859 CHF | 29 247 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 3,50 CHF | 3,51 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 70 218 CHF | 35 229 CHF | 99,44% | 99,44% |
13/11/2024 | 0,36% | 3,58 CHF | 3,60 CHF | 20 000 | 10 000 | 20 000 | 9 937 | 69 828 CHF | 34 815 CHF | 98,88% | 98,88% |
12/11/2024 | 0,33% | 3,50 CHF | 3,51 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 70 936 CHF | 35 586 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,64 CHF | 3,65 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 73 556 CHF | 36 896 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,57 CHF | 3,59 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 71 619 CHF | 35 928 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 3,50 CHF | 3,51 CHF | 20 000 | 10 000 | 20 000 | 9 740 | 70 873 CHF | 34 656 CHF | 99,06% | 99,06% |