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 | 0,42% | 2,31 CHF | 2,32 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 47 426 CHF | 47 626 CHF | 99,56% | 99,56% |
19/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 37 831 CHF | 37 981 CHF | 99,46% | 99,51% |
18/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 39 689 CHF | 39 839 CHF | 99,47% | 99,53% |
15/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 53 315 CHF | 53 515 CHF | 98,89% | 98,89% |
14/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 39 554 CHF | 39 704 CHF | 99,53% | 99,53% |
13/11/2024 | 0,36% | 2,68 CHF | 2,69 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 55 054 CHF | 55 254 CHF | 99,52% | 99,52% |
12/11/2024 | 0,45% | 2,15 CHF | 2,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 44 790 CHF | 44 990 CHF | 99,51% | 99,51% |
11/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 46 674 CHF | 46 874 CHF | 99,50% | 99,50% |
08/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 43 740 CHF | 43 940 CHF | 99,50% | 99,50% |
07/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 54 467 CHF | 54 717 CHF | 99,00% | 99,00% |