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 | 0,33% | 3,36 CHF | 3,38 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 70 054 CHF | 3 514 CHF | 99,69% | 99,69% |
19/11/2024 | 0,31% | 3,64 CHF | 3,65 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 72 394 CHF | 3 631 CHF | 99,69% | 99,69% |
18/11/2024 | 0,36% | 3,42 CHF | 3,43 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 64 687 CHF | 3 246 CHF | 98,89% | 98,89% |
15/11/2024 | 0,34% | 3,37 CHF | 3,39 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 71 607 CHF | 3 592 CHF | 96,24% | 96,24% |
14/11/2024 | 0,32% | 3,73 CHF | 3,75 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 72 279 CHF | 3 626 CHF | 99,69% | 99,69% |
13/11/2024 | 0,30% | 3,47 CHF | 3,49 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 76 824 CHF | 3 853 CHF | 96,76% | 96,76% |
12/11/2024 | 0,30% | 3,68 CHF | 3,70 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 76 145 CHF | 3 819 CHF | 99,63% | 99,63% |
11/11/2024 | 0,28% | 4,03 CHF | 4,04 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 86 413 CHF | 4 332 CHF | 99,69% | 99,69% |
08/11/2024 | 0,25% | 4,72 CHF | 4,73 CHF | 20 000 | 1 000 | 17 775 | 1 000 | 85 804 CHF | 4 864 CHF | 99,41% | 99,41% |
07/11/2024 | 0,27% | 4,63 CHF | 4,65 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 85 251 CHF | 4 274 CHF | 99,09% | 99,09% |