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% | 2,66 CHF | 2,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 974 CHF | 68 367 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 2,69 CHF | 2,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 632 CHF | 67 019 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 2,74 CHF | 2,76 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 524 CHF | 69 919 CHF | 93,88% | 93,88% |
15/11/2024 | 0,55% | 2,85 CHF | 2,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 726 CHF | 71 117 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 2,66 CHF | 2,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 118 CHF | 67 543 CHF | 99,22% | 99,22% |
13/11/2024 | 0,55% | 2,63 CHF | 2,65 CHF | 25 000 | 25 000 | 24 942 | 24 942 | 65 631 CHF | 65 989 CHF | 99,36% | 99,36% |
12/11/2024 | 0,61% | 2,64 CHF | 2,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 69 862 CHF | 70 287 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 2,91 CHF | 2,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 72 410 CHF | 72 786 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 2,79 CHF | 2,81 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 34 446 CHF | 34 772 CHF | 86,95% | 86,95% |
07/11/2024 | 0,65% | 2,68 CHF | 2,70 CHF | 25 000 | 25 000 | 25 231 | 24 739 | 66 595 CHF | 65 792 CHF | 98,73% | 98,73% |