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% | 2,76 CHF | 2,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 614 CHF | 148 114 CHF | 96,50% | 96,50% |
19/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 140 719 CHF | 141 219 CHF | 94,58% | 94,58% |
18/11/2024 | 0,40% | 2,69 CHF | 2,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 224 CHF | 124 724 CHF | 97,54% | 97,54% |
15/11/2024 | 0,49% | 2,16 CHF | 2,17 CHF | 50 000 | 50 000 | 51 236 | 51 236 | 104 141 CHF | 104 653 CHF | 99,37% | 99,37% |
14/11/2024 | 0,44% | 1,95 CHF | 1,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 686 CHF | 113 186 CHF | 94,53% | 94,53% |
13/11/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 50 000 | 50 000 | 44 294 | 44 294 | 118 716 CHF | 119 159 CHF | 96,26% | 96,26% |
12/11/2024 | 0,35% | 2,64 CHF | 2,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 072 CHF | 71 322 CHF | 71,46% | 73,80% |
11/11/2024 | 0,40% | 2,76 CHF | 2,77 CHF | 25 000 | 25 000 | 25 068 | 25 068 | 63 479 CHF | 63 730 CHF | 75,80% | 97,49% |
08/11/2024 | 0,66% | 1,70 CHF | 1,71 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 57 918 CHF | 58 298 CHF | 99,24% | 99,24% |
07/11/2024 | 0,75% | 1,46 CHF | 1,47 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 50 577 CHF | 50 957 CHF | 97,95% | 97,95% |