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 | 1,60% | 3,23 CHF | 3,28 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 62 092 CHF | 63 092 CHF | 99,48% | 99,48% |
19/11/2024 | 1,37% | 3,44 CHF | 3,49 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 72 287 CHF | 73 287 CHF | 99,56% | 99,56% |
18/11/2024 | 1,36% | 3,56 CHF | 3,61 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 73 220 CHF | 74 220 CHF | 99,53% | 99,53% |
15/11/2024 | 1,35% | 3,81 CHF | 3,86 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 73 473 CHF | 74 473 CHF | 98,85% | 98,85% |
14/11/2024 | 1,43% | 3,45 CHF | 3,50 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 69 522 CHF | 70 522 CHF | 99,54% | 99,54% |
13/11/2024 | 1,35% | 3,53 CHF | 3,58 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 73 503 CHF | 74 503 CHF | 96,83% | 96,83% |
12/11/2024 | 1,52% | 3,32 CHF | 3,37 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 65 369 CHF | 66 369 CHF | 99,56% | 99,56% |
11/11/2024 | 1,60% | 3,24 CHF | 3,29 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 61 892 CHF | 62 892 CHF | 99,51% | 99,51% |
08/11/2024 | 1,52% | 3,24 CHF | 3,29 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 65 157 CHF | 66 157 CHF | 99,50% | 99,50% |
07/11/2024 | 2,65% | 3,40 CHF | 3,50 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 74 743 CHF | 76 743 CHF | 99,31% | 99,31% |