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 | 0,54% | 2,28 CHF | 2,30 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 13 328 CHF | 13 399 CHF | 99,52% | 99,52% |
19/11/2024 | 0,57% | 2,15 CHF | 2,17 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 13 047 CHF | 13 121 CHF | 99,05% | 99,11% |
18/11/2024 | 0,57% | 2,19 CHF | 2,20 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 12 836 CHF | 12 909 CHF | 99,52% | 99,57% |
15/11/2024 | 0,63% | 2,14 CHF | 2,16 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 11 025 CHF | 11 094 CHF | 99,57% | 99,57% |
14/11/2024 | 0,87% | 2,37 CHF | 2,38 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 9 997 CHF | 10 084 CHF | 99,52% | 99,52% |
13/11/2024 | 0,87% | 2,56 CHF | 2,59 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 10 255 CHF | 10 344 CHF | 99,48% | 99,48% |
12/11/2024 | 0,86% | 2,55 CHF | 2,57 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 12 651 CHF | 12 760 CHF | 99,53% | 99,57% |
11/11/2024 | 0,88% | 2,57 CHF | 2,59 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 10 519 CHF | 10 612 CHF | 99,57% | 99,57% |
08/11/2024 | 0,94% | 2,64 CHF | 2,66 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 10 567 CHF | 10 667 CHF | 99,50% | 99,55% |
07/11/2024 | 0,92% | 2,80 CHF | 2,82 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 11 214 CHF | 11 317 CHF | 99,49% | 99,49% |