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 | 0,49% | 2,02 CHF | 2,03 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 308 543 CHF | 310 043 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 307 134 CHF | 308 634 CHF | 99,87% | 99,87% |
18/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 150 000 | 150 000 | 148 536 | 148 536 | 313 279 CHF | 314 765 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 145 000 | 145 000 | 145 293 | 145 293 | 314 094 CHF | 315 546 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 145 000 | 145 000 | 145 000 | 145 000 | 327 268 CHF | 328 718 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 145 000 | 145 000 | 142 230 | 142 230 | 328 602 CHF | 330 024 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 145 000 | 145 000 | 142 673 | 142 673 | 328 360 CHF | 329 786 CHF | 99,89% | 99,89% |
11/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 330 259 CHF | 331 659 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 145 000 | 145 000 | 141 998 | 141 998 | 329 122 CHF | 330 542 CHF | 98,93% | 98,93% |
07/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 330 628 CHF | 332 028 CHF | 100,00% | 100,00% |