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 | 0,53% | 1,88 CHF | 1,89 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 225 173 CHF | 226 373 CHF | 99,49% | 99,49% |
19/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 220 965 CHF | 222 165 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 224 137 CHF | 225 337 CHF | 99,90% | 99,90% |
15/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 223 410 CHF | 224 610 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 221 538 CHF | 222 738 CHF | 98,60% | 98,60% |
13/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 222 205 CHF | 223 405 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 227 014 CHF | 228 214 CHF | 99,88% | 99,88% |
11/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 229 336 CHF | 230 536 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 229 019 CHF | 230 219 CHF | 99,04% | 99,04% |
07/11/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 232 619 CHF | 233 819 CHF | 99,04% | 99,04% |