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 | 0,35% | 2,91 CHF | 2,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 500 CHF | 142 000 CHF | 0,08% | 96,23% |
19/11/2024 | 0,36% | 2,91 CHF | 2,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 139 387 CHF | 139 887 CHF | 19,90% | 94,52% |
18/11/2024 | 0,34% | 3,03 CHF | 2,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 145 991 CHF | 146 491 CHF | 13,55% | 94,37% |
15/11/2024 | - | 3,19 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,34% |
14/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 994 CHF | 137 494 CHF | 7,41% | 98,95% |
13/11/2024 | - | 3,05 CHF | - CHF | 50 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 79,57% |
12/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 807 CHF | 68 057 CHF | 75,89% | 93,27% |
11/11/2024 | - | 2,94 CHF | - CHF | 25 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,01% |
08/11/2024 | 0,42% | 2,57 CHF | 2,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 59 592 CHF | 59 842 CHF | 79,79% | 99,28% |
07/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 58 493 CHF | 58 743 CHF | 97,90% | 99,28% |