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 | 0,30% | 34,88 CHF | 34,99 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 727 369 CHF | 729 569 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 35,33 CHF | 35,45 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 524 427 CHF | 526 227 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 37,66 CHF | 37,78 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 556 796 CHF | 558 596 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 37,82 CHF | 37,94 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 581 988 CHF | 583 788 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 39,81 CHF | 39,92 CHF | 20 000 | 20 000 | 19 910 | 19 910 | 770 767 CHF | 772 962 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 35,13 CHF | 35,24 CHF | 20 000 | 20 000 | 19 956 | 19 956 | 707 876 CHF | 710 073 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 35,82 CHF | 35,95 CHF | 15 000 | 15 000 | 14 966 | 14 966 | 580 345 CHF | 582 292 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 41,62 CHF | 41,74 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 627 079 CHF | 628 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 39,04 CHF | 39,17 CHF | 15 000 | 15 000 | 14 967 | 14 967 | 596 309 CHF | 598 257 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 42,02 CHF | 42,14 CHF | 15 000 | 15 000 | 14 935 | 14 935 | 616 312 CHF | 618 108 CHF | 100,00% | 100,00% |