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 | 0,52% | 3,06 CHF | 3,07 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 194 109 CHF | 195 111 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 3,10 CHF | 3,11 CHF | 60 000 | 60 000 | 59 825 | 59 825 | 180 448 CHF | 181 483 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 3,41 CHF | 3,42 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 200 280 CHF | 201 333 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 3,40 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 176 345 CHF | 177 247 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 3,61 CHF | 3,63 CHF | 60 000 | 60 000 | 59 711 | 59 711 | 208 429 CHF | 209 428 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 3,14 CHF | 3,15 CHF | 60 000 | 60 000 | 59 859 | 59 859 | 190 603 CHF | 191 654 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 3,22 CHF | 3,24 CHF | 45 000 | 45 000 | 44 867 | 44 867 | 171 312 CHF | 172 285 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 4,45 CHF | 4,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 222 015 CHF | 223 041 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 4,00 CHF | 4,02 CHF | 45 000 | 45 000 | 44 901 | 44 901 | 186 638 CHF | 187 681 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 4,56 CHF | 4,58 CHF | 45 000 | 45 000 | 44 800 | 44 800 | 198 996 CHF | 200 005 CHF | 100,00% | 100,00% |