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% | 1,95 CHF | 1,96 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 232 973 CHF | 234 173 CHF | 99,43% | 99,43% |
19/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 228 777 CHF | 229 977 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 231 882 CHF | 233 082 CHF | 99,88% | 99,88% |
15/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 231 322 CHF | 232 522 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 229 190 CHF | 230 390 CHF | 98,52% | 98,52% |
13/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 230 010 CHF | 231 210 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 234 901 CHF | 236 101 CHF | 99,88% | 99,88% |
11/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 237 240 CHF | 238 440 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 237 073 CHF | 238 273 CHF | 99,05% | 99,05% |
07/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 240 638 CHF | 241 838 CHF | 100,00% | 100,00% |