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 | 0,47% | 2,34 CHF | 2,36 CHF | 30 000 | 1 000 | 24 972 | 1 000 | 61 616 CHF | 2 494 CHF | 99,65% | 99,65% |
19/11/2024 | 0,43% | 2,63 CHF | 2,64 CHF | 20 000 | 1 000 | 20 004 | 1 000 | 52 069 CHF | 2 614 CHF | 99,66% | 99,66% |
18/11/2024 | 0,53% | 2,40 CHF | 2,41 CHF | 30 000 | 1 000 | 30 000 | 1 000 | 66 380 CHF | 2 224 CHF | 98,85% | 98,85% |
15/11/2024 | 0,48% | 2,35 CHF | 2,36 CHF | 30 000 | 1 000 | 21 911 | 1 000 | 55 722 CHF | 2 570 CHF | 96,21% | 96,21% |
14/11/2024 | 0,44% | 2,71 CHF | 2,73 CHF | 20 000 | 1 000 | 20 958 | 1 000 | 54 175 CHF | 2 602 CHF | 99,66% | 99,66% |
13/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 30 000 | 1 000 | 20 751 | 1 000 | 58 348 CHF | 2 837 CHF | 97,40% | 97,40% |
12/11/2024 | 0,41% | 2,67 CHF | 2,68 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 55 858 CHF | 2 804 CHF | 99,58% | 99,58% |
11/11/2024 | 0,36% | 3,01 CHF | 3,03 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 66 182 CHF | 3 321 CHF | 99,65% | 99,65% |
08/11/2024 | 0,31% | 3,72 CHF | 3,73 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 76 989 CHF | 3 861 CHF | 99,39% | 99,39% |
07/11/2024 | 0,35% | 3,63 CHF | 3,65 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 65 145 CHF | 3 269 CHF | 99,07% | 99,07% |