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 | 0,51% | 1,84 CHF | 1,85 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 87 871 CHF | 88 321 CHF | 99,58% | 99,58% |
19/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 67 347 CHF | 67 697 CHF | 99,02% | 99,02% |
18/11/2024 | 0,39% | 2,43 CHF | 2,44 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 89 393 CHF | 89 743 CHF | 99,51% | 99,51% |
15/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 83 494 CHF | 83 794 CHF | 98,96% | 98,96% |
14/11/2024 | 0,33% | 2,83 CHF | 2,84 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 120 924 CHF | 121 324 CHF | 98,90% | 98,96% |
13/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 84 973 CHF | 85 373 CHF | 99,53% | 99,53% |
12/11/2024 | 0,41% | 2,07 CHF | 2,08 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 73 875 CHF | 74 175 CHF | 98,95% | 98,95% |
11/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 100 268 CHF | 100 618 CHF | 99,47% | 99,47% |
08/11/2024 | 0,37% | 2,59 CHF | 2,60 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 81 771 CHF | 82 071 CHF | 99,49% | 99,49% |
07/11/2024 | 0,34% | 3,10 CHF | 3,11 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 101 807 CHF | 102 157 CHF | 99,50% | 99,50% |