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 | 0,72% | 2,81 CHF | 2,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 337 CHF | 69 837 CHF | 99,05% | 99,05% |
19/11/2024 | 0,72% | 2,69 CHF | 2,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 062 CHF | 69 562 CHF | 97,62% | 97,62% |
18/11/2024 | 0,65% | 3,05 CHF | 3,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 76 727 CHF | 77 227 CHF | 98,88% | 98,88% |
15/11/2024 | 0,62% | 3,22 CHF | 3,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 119 CHF | 80 619 CHF | 99,34% | 99,34% |
14/11/2024 | 0,63% | 3,16 CHF | 3,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 79 648 CHF | 80 148 CHF | 99,29% | 99,29% |
13/11/2024 | 0,66% | 3,05 CHF | 3,07 CHF | 25 000 | 25 000 | 22 419 | 22 419 | 68 112 CHF | 68 560 CHF | 98,66% | 98,66% |
12/11/2024 | 0,67% | 2,99 CHF | 3,01 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 38 711 CHF | 38 971 CHF | 98,83% | 98,83% |
11/11/2024 | 0,68% | 2,99 CHF | 3,01 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 38 113 CHF | 38 373 CHF | 99,09% | 99,09% |
08/11/2024 | 0,72% | 2,84 CHF | 2,86 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 36 142 CHF | 36 402 CHF | 99,28% | 99,28% |
07/11/2024 | 0,68% | 2,85 CHF | 2,87 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 38 091 CHF | 38 351 CHF | 99,08% | 99,08% |