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 | 0,67% | 3,41 CHF | 3,43 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 28 116 CHF | 28 304 CHF | 99,53% | 99,53% |
19/11/2024 | 0,63% | 3,57 CHF | 3,59 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 28 718 CHF | 28 899 CHF | 99,50% | 99,57% |
18/11/2024 | 0,66% | 3,42 CHF | 3,45 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 27 709 CHF | 27 892 CHF | 99,49% | 99,49% |
15/11/2024 | 0,65% | 3,51 CHF | 3,54 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 26 044 CHF | 26 213 CHF | 98,87% | 98,87% |
14/11/2024 | 0,60% | 3,85 CHF | 3,87 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 29 745 CHF | 29 925 CHF | 99,50% | 99,50% |
13/11/2024 | 0,60% | 3,85 CHF | 3,87 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 27 603 CHF | 27 770 CHF | 99,49% | 99,49% |
12/11/2024 | 0,62% | 3,93 CHF | 3,96 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 24 834 CHF | 24 988 CHF | 99,56% | 99,56% |
11/11/2024 | 0,54% | 4,41 CHF | 4,44 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 31 304 CHF | 31 475 CHF | 99,49% | 99,49% |
08/11/2024 | 0,60% | 4,17 CHF | 4,20 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 30 030 CHF | 30 211 CHF | 99,50% | 99,50% |
07/11/2024 | 0,61% | 4,42 CHF | 4,45 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 27 373 CHF | 27 541 CHF | 99,53% | 99,57% |