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% | 2,61 CHF | 2,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 557 CHF | 67 807 CHF | 99,60% | 99,60% |
19/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 352 CHF | 65 602 CHF | 99,49% | 99,49% |
18/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 707 CHF | 70 957 CHF | 99,57% | 99,57% |
15/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 85 192 CHF | 85 492 CHF | 98,96% | 98,96% |
14/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 79 204 CHF | 79 504 CHF | 99,48% | 99,48% |
13/11/2024 | 0,37% | 2,61 CHF | 2,62 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 80 690 CHF | 80 990 CHF | 99,51% | 99,51% |
12/11/2024 | 0,35% | 2,64 CHF | 2,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 70 679 CHF | 70 929 CHF | 99,57% | 99,57% |
11/11/2024 | 0,30% | 3,18 CHF | 3,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 82 211 CHF | 82 461 CHF | 99,57% | 99,57% |
08/11/2024 | 0,32% | 3,01 CHF | 3,02 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 62 370 CHF | 62 570 CHF | 99,16% | 99,19% |
07/11/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 233 CHF | 91 483 CHF | 99,55% | 99,55% |