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 | 0,75% | 3,03 CHF | 3,06 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 65 816 CHF | 66 314 CHF | 100,00% | 100,00% |
19/11/2024 | 0,89% | 3,01 CHF | 3,04 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 57 252 CHF | 57 764 CHF | 92,96% | 92,96% |
18/11/2024 | 0,89% | 3,17 CHF | 3,19 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 63 155 CHF | 63 723 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 3,63 CHF | 3,66 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 73 002 CHF | 36 806 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 3,79 CHF | 3,82 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 74 527 CHF | 75 088 CHF | 99,22% | 99,22% |
13/11/2024 | 0,81% | 3,43 CHF | 3,46 CHF | 20 000 | 20 000 | 20 000 | 19 750 | 66 615 CHF | 66 310 CHF | 99,36% | 99,36% |
12/11/2024 | 0,86% | 3,25 CHF | 3,29 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 75 414 CHF | 38 033 CHF | 100,00% | 100,00% |
11/11/2024 | 0,74% | 4,23 CHF | 4,26 CHF | 20 000 | 10 000 | 19 240 | 9 747 | 80 106 CHF | 40 873 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 3,70 CHF | 3,73 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 74 152 CHF | 37 386 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 3,87 CHF | 3,90 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 77 552 CHF | 39 087 CHF | 90,22% | 90,22% |