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 | 0,35% | 2,84 CHF | 2,85 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 257 997 CHF | 258 897 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 254 195 CHF | 255 095 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 260 820 CHF | 261 720 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 260 388 CHF | 261 288 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 90 000 | 90 000 | 90 925 | 90 925 | 252 155 CHF | 253 064 CHF | 99,33% | 99,33% |
13/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 252 555 CHF | 253 505 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,64 CHF | 2,65 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 249 969 CHF | 250 879 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 258 101 CHF | 259 001 CHF | 99,93% | 99,93% |
08/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 259 140 CHF | 260 040 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 85 000 | 85 000 | 85 783 | 85 783 | 256 084 CHF | 256 942 CHF | 100,00% | 100,00% |