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 | 0,52% | 3,46 CHF | 3,47 CHF | 50 000 | 50 000 | 30 091 | 30 091 | 105 649 CHF | 106 148 CHF | 93,95% | 93,95% |
19/11/2024 | 0,50% | 3,65 CHF | 3,66 CHF | 50 000 | 50 000 | 29 798 | 29 798 | 108 744 CHF | 109 241 CHF | 99,68% | 99,68% |
18/11/2024 | 0,51% | 3,68 CHF | 3,69 CHF | 50 000 | 50 000 | 32 118 | 32 118 | 115 105 CHF | 115 610 CHF | 67,18% | 67,18% |
15/11/2024 | 0,57% | 3,41 CHF | 3,42 CHF | 50 000 | 50 000 | 29 796 | 29 796 | 96 002 CHF | 96 492 CHF | 99,68% | 99,68% |
14/11/2024 | 0,66% | 2,98 CHF | 2,99 CHF | 50 000 | 50 000 | 29 028 | 27 874 | 84 309 CHF | 81 478 CHF | 91,58% | 91,58% |
13/11/2024 | 0,62% | 2,79 CHF | 2,80 CHF | 50 000 | 50 000 | 30 053 | 29 229 | 84 059 CHF | 82 199 CHF | 97,12% | 97,12% |
12/11/2024 | 0,66% | 2,84 CHF | 2,85 CHF | 50 000 | 50 000 | 30 459 | 29 253 | 84 129 CHF | 81 337 CHF | 87,57% | 87,57% |
11/11/2024 | 0,68% | 2,62 CHF | 2,63 CHF | 50 000 | 50 000 | 29 910 | 28 844 | 80 210 CHF | 77 833 CHF | 97,51% | 97,51% |
08/11/2024 | 0,63% | 2,72 CHF | 2,73 CHF | 50 000 | 50 000 | 29 885 | 29 885 | 85 899 CHF | 86 395 CHF | 98,64% | 98,64% |
07/11/2024 | 0,59% | 3,02 CHF | 3,03 CHF | 50 000 | 50 000 | 29 934 | 29 934 | 93 215 CHF | 93 716 CHF | 97,63% | 97,63% |