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 | 0,38% | 2,93 CHF | 2,94 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 26 618 CHF | 26 720 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,83 CHF | 2,84 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 23 194 CHF | 23 291 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,99 CHF | 3,00 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 26 327 CHF | 26 430 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,89 CHF | 2,90 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 25 920 CHF | 26 017 CHF | 98,85% | 98,85% |
14/11/2024 | 0,43% | 2,72 CHF | 2,73 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 23 455 CHF | 23 555 CHF | 99,98% | 99,98% |
13/11/2024 | 0,40% | 2,72 CHF | 2,73 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 25 286 CHF | 25 387 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,72 CHF | 2,74 CHF | 8 000 | 8 000 | 8 000 | 8 000 | 23 334 CHF | 23 440 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 3,31 CHF | 3,33 CHF | 7 000 | 7 000 | 7 000 | 7 000 | 25 017 CHF | 25 121 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 3,60 CHF | 3,62 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 21 060 CHF | 21 160 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 5,51 CHF | 5,52 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 32 062 CHF | 32 165 CHF | 100,00% | 100,00% |