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 | 0,37% | 2,97 CHF | 2,98 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 62 179 CHF | 3 120 CHF | 99,63% | 99,63% |
19/11/2024 | 0,34% | 3,25 CHF | 3,26 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 64 538 CHF | 3 238 CHF | 99,64% | 99,64% |
18/11/2024 | 0,41% | 3,02 CHF | 3,04 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 56 798 CHF | 2 852 CHF | 98,83% | 98,83% |
15/11/2024 | 0,38% | 2,97 CHF | 2,99 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 63 706 CHF | 3 197 CHF | 96,19% | 96,19% |
14/11/2024 | 0,36% | 3,34 CHF | 3,35 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 64 378 CHF | 3 231 CHF | 99,64% | 99,64% |
13/11/2024 | 0,34% | 3,08 CHF | 3,10 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 68 981 CHF | 3 461 CHF | 96,56% | 96,56% |
12/11/2024 | 0,33% | 3,29 CHF | 3,30 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 68 312 CHF | 3 427 CHF | 99,56% | 99,56% |
11/11/2024 | 0,30% | 3,64 CHF | 3,65 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 78 603 CHF | 3 942 CHF | 99,63% | 99,63% |
08/11/2024 | 0,27% | 4,33 CHF | 4,35 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 89 302 CHF | 4 477 CHF | 99,37% | 99,37% |
07/11/2024 | 0,29% | 4,25 CHF | 4,26 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 77 486 CHF | 3 886 CHF | 99,06% | 99,06% |