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 | 0,41% | 2,27 CHF | 2,28 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 73 596 CHF | 73 896 CHF | 99,50% | 99,55% |
19/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 73 622 CHF | 73 922 CHF | 99,55% | 99,55% |
18/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 82 116 CHF | 82 416 CHF | 99,56% | 99,56% |
15/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 79 221 CHF | 79 521 CHF | 98,94% | 98,94% |
14/11/2024 | 0,42% | 2,50 CHF | 2,51 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 83 550 CHF | 83 900 CHF | 99,50% | 99,55% |
13/11/2024 | 0,45% | 2,14 CHF | 2,15 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 76 929 CHF | 77 279 CHF | 99,56% | 99,56% |
12/11/2024 | 0,39% | 2,35 CHF | 2,36 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 77 789 CHF | 78 089 CHF | 99,55% | 99,55% |
11/11/2024 | 0,39% | 2,64 CHF | 2,65 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 76 390 CHF | 76 690 CHF | 99,58% | 99,58% |
08/11/2024 | 0,40% | 2,42 CHF | 2,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 279 CHF | 63 532 CHF | 99,48% | 99,52% |
07/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 87 386 CHF | 87 686 CHF | 99,41% | 99,46% |