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 | 1,19% | 2,50 CHF | 2,53 CHF | 75 000 | 75 000 | 74 297 | 74 296 | 187 887 CHF | 190 117 CHF | 100,00% | 100,00% |
19/11/2024 | 1,22% | 2,49 CHF | 2,52 CHF | 75 000 | 75 000 | 74 297 | 74 296 | 184 237 CHF | 186 467 CHF | 100,00% | 100,00% |
18/11/2024 | 1,20% | 2,52 CHF | 2,55 CHF | 75 000 | 75 000 | 74 297 | 74 296 | 186 087 CHF | 188 317 CHF | 100,00% | 100,00% |
15/11/2024 | 1,20% | 2,50 CHF | 2,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 187 117 CHF | 189 367 CHF | 78,21% | 78,21% |
14/11/2024 | 1,20% | 2,52 CHF | 2,55 CHF | 75 000 | 75 000 | 74 296 | 74 296 | 186 190 CHF | 188 421 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 2,49 CHF | 2,52 CHF | 75 000 | 75 000 | 74 295 | 74 295 | 185 243 CHF | 187 475 CHF | 99,81% | 99,81% |
12/11/2024 | 1,19% | 2,51 CHF | 2,54 CHF | 75 000 | 75 000 | 74 297 | 74 297 | 188 628 CHF | 190 859 CHF | 100,00% | 100,00% |
11/11/2024 | 1,18% | 2,57 CHF | 2,60 CHF | 75 000 | 75 000 | 74 297 | 74 297 | 189 706 CHF | 191 937 CHF | 100,00% | 100,00% |
08/11/2024 | 1,19% | 2,52 CHF | 2,55 CHF | 75 000 | 75 000 | 74 298 | 74 298 | 187 404 CHF | 189 635 CHF | 100,00% | 100,00% |
07/11/2024 | 1,16% | 2,58 CHF | 2,61 CHF | 75 000 | 75 000 | 74 297 | 74 297 | 192 634 CHF | 194 865 CHF | 100,00% | 100,00% |