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 | 0,69% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 30 091 | 30 091 | 78 266 CHF | 78 764 CHF | 93,94% | 93,94% |
19/11/2024 | 0,66% | 2,74 CHF | 2,75 CHF | 50 000 | 50 000 | 29 798 | 29 798 | 81 711 CHF | 82 200 CHF | 99,67% | 99,67% |
18/11/2024 | 0,68% | 2,77 CHF | 2,78 CHF | 50 000 | 50 000 | 32 120 | 32 120 | 85 831 CHF | 86 333 CHF | 67,16% | 67,16% |
15/11/2024 | 0,82% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 34 261 | 29 796 | 78 778 CHF | 69 287 CHF | 99,67% | 99,67% |
14/11/2024 | 0,94% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 33 685 | 27 876 | 66 861 CHF | 55 993 CHF | 91,57% | 91,57% |
13/11/2024 | 0,95% | 1,88 CHF | 1,89 CHF | 50 000 | 50 000 | 34 373 | 29 230 | 64 979 CHF | 55 683 CHF | 97,11% | 97,11% |
12/11/2024 | 0,99% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 34 850 | 29 254 | 64 498 CHF | 54 794 CHF | 87,57% | 87,57% |
11/11/2024 | 1,03% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 34 357 | 28 847 | 61 139 CHF | 51 759 CHF | 97,47% | 97,47% |
08/11/2024 | 0,91% | 1,82 CHF | 1,83 CHF | 50 000 | 50 000 | 34 332 | 29 886 | 68 119 CHF | 59 597 CHF | 98,64% | 98,64% |
07/11/2024 | 0,81% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 34 376 | 29 934 | 76 295 CHF | 66 811 CHF | 97,63% | 97,63% |