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 | 0,58% | 2,69 CHF | 2,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 643 CHF | 67 033 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 2,62 CHF | 2,64 CHF | 25 000 | 25 000 | 23 356 | 23 353 | 63 685 CHF | 64 060 CHF | 94,92% | 94,92% |
18/11/2024 | 0,57% | 2,91 CHF | 2,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 264 CHF | 72 674 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 2,90 CHF | 2,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 802 CHF | 73 213 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 2,99 CHF | 3,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 74 084 CHF | 74 494 CHF | 99,44% | 99,44% |
13/11/2024 | 0,56% | 2,95 CHF | 2,96 CHF | 25 000 | 25 000 | 24 964 | 24 964 | 72 552 CHF | 72 955 CHF | 98,88% | 98,88% |
12/11/2024 | 0,52% | 3,03 CHF | 3,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 848 CHF | 77 250 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 3,12 CHF | 3,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 79 273 CHF | 79 692 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 3,10 CHF | 3,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 845 CHF | 77 249 CHF | 100,00% | 100,00% |
07/11/2024 | 0,59% | 3,05 CHF | 3,07 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 76 841 CHF | 77 288 CHF | 99,06% | 99,06% |