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 | 0,59% | 2,96 CHF | 2,97 CHF | 50 000 | 50 000 | 30 091 | 30 091 | 90 666 CHF | 91 159 CHF | 93,94% | 93,94% |
19/11/2024 | 0,57% | 3,16 CHF | 3,17 CHF | 50 000 | 50 000 | 29 798 | 29 798 | 93 971 CHF | 94 461 CHF | 99,67% | 99,67% |
18/11/2024 | 0,58% | 3,18 CHF | 3,19 CHF | 50 000 | 50 000 | 32 119 | 32 119 | 99 094 CHF | 99 593 CHF | 67,17% | 67,17% |
15/11/2024 | 0,68% | 2,91 CHF | 2,92 CHF | 50 000 | 50 000 | 29 796 | 29 796 | 81 113 CHF | 81 608 CHF | 99,67% | 99,67% |
14/11/2024 | 0,79% | 2,48 CHF | 2,49 CHF | 50 000 | 50 000 | 33 684 | 27 875 | 80 799 CHF | 67 538 CHF | 91,57% | 91,57% |
13/11/2024 | 0,79% | 2,29 CHF | 2,30 CHF | 50 000 | 50 000 | 34 373 | 29 229 | 79 096 CHF | 67 690 CHF | 97,12% | 97,12% |
12/11/2024 | 0,80% | 2,34 CHF | 2,35 CHF | 50 000 | 50 000 | 34 850 | 29 254 | 78 817 CHF | 66 811 CHF | 87,57% | 87,57% |
11/11/2024 | 0,84% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 34 356 | 28 845 | 75 217 CHF | 63 579 CHF | 97,49% | 97,49% |
08/11/2024 | 0,76% | 2,23 CHF | 2,24 CHF | 50 000 | 50 000 | 34 332 | 29 886 | 82 048 CHF | 71 724 CHF | 98,64% | 98,64% |
07/11/2024 | 0,70% | 2,53 CHF | 2,54 CHF | 50 000 | 50 000 | 29 934 | 29 934 | 78 520 CHF | 79 023 CHF | 97,63% | 97,63% |