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 | 0,40% | 2,76 CHF | 2,77 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 57 883 CHF | 2 906 CHF | 99,68% | 99,68% |
19/11/2024 | 0,37% | 3,04 CHF | 3,05 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 60 265 CHF | 3 024 CHF | 99,69% | 99,69% |
18/11/2024 | 0,44% | 2,81 CHF | 2,82 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 52 506 CHF | 2 637 CHF | 98,89% | 98,89% |
15/11/2024 | 0,41% | 2,76 CHF | 2,78 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 59 410 CHF | 2 983 CHF | 96,24% | 96,24% |
14/11/2024 | 0,38% | 3,12 CHF | 3,14 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 60 074 CHF | 3 015 CHF | 99,68% | 99,68% |
13/11/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 64 698 CHF | 3 247 CHF | 97,36% | 97,36% |
12/11/2024 | 0,35% | 3,08 CHF | 3,09 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 64 047 CHF | 3 214 CHF | 99,62% | 99,62% |
11/11/2024 | 0,32% | 3,42 CHF | 3,44 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 74 343 CHF | 3 729 CHF | 99,68% | 99,68% |
08/11/2024 | 0,28% | 4,12 CHF | 4,14 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 85 080 CHF | 4 266 CHF | 99,41% | 99,41% |
07/11/2024 | 0,31% | 4,03 CHF | 4,05 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 73 257 CHF | 3 674 CHF | 99,09% | 99,09% |