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 | 0,51% | 2,15 CHF | 2,16 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 68 603 CHF | 2 298 CHF | 99,68% | 99,68% |
19/11/2024 | 0,46% | 2,43 CHF | 2,44 CHF | 30 000 | 1 000 | 29 758 | 1 000 | 71 611 CHF | 2 418 CHF | 99,69% | 99,69% |
18/11/2024 | 0,58% | 2,20 CHF | 2,21 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 60 500 CHF | 2 028 CHF | 98,88% | 98,88% |
15/11/2024 | 0,52% | 2,15 CHF | 2,17 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 70 845 CHF | 2 374 CHF | 96,24% | 96,24% |
14/11/2024 | 0,48% | 2,52 CHF | 2,53 CHF | 20 000 | 1 000 | 28 111 | 1 000 | 66 993 CHF | 2 406 CHF | 99,68% | 99,68% |
13/11/2024 | 0,45% | 2,26 CHF | 2,28 CHF | 30 000 | 1 000 | 21 705 | 1 000 | 56 563 CHF | 2 642 CHF | 96,65% | 96,65% |
12/11/2024 | 0,43% | 2,47 CHF | 2,49 CHF | 30 000 | 1 000 | 21 882 | 1 000 | 56 592 CHF | 2 610 CHF | 99,62% | 99,62% |
11/11/2024 | 0,38% | 2,82 CHF | 2,84 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 62 296 CHF | 3 127 CHF | 99,68% | 99,68% |
08/11/2024 | 0,33% | 3,52 CHF | 3,54 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 73 140 CHF | 3 669 CHF | 99,40% | 99,40% |
07/11/2024 | 0,37% | 3,44 CHF | 3,45 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 61 280 CHF | 3 075 CHF | 99,09% | 99,09% |