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% | 1,89 CHF | 1,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 225 791 CHF | 226 991 CHF | 99,44% | 99,44% |
19/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 221 606 CHF | 222 806 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 224 695 CHF | 225 895 CHF | 99,88% | 99,88% |
15/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 224 120 CHF | 225 320 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 221 998 CHF | 223 198 CHF | 98,60% | 98,60% |
13/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 222 826 CHF | 224 026 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 227 721 CHF | 228 921 CHF | 99,88% | 99,88% |
11/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 230 041 CHF | 231 241 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 229 871 CHF | 231 071 CHF | 99,05% | 99,05% |
07/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 233 419 CHF | 234 619 CHF | 100,00% | 100,00% |