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 | 0,40% | 2,50 CHF | 2,51 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 226 994 CHF | 227 894 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 223 172 CHF | 224 072 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 229 552 CHF | 230 452 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 229 209 CHF | 230 109 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 90 000 | 90 000 | 90 924 | 90 924 | 220 778 CHF | 221 687 CHF | 99,34% | 99,34% |
13/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 219 849 CHF | 220 799 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 95 000 | 95 000 | 90 969 | 90 969 | 218 550 CHF | 219 459 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 226 938 CHF | 227 838 CHF | 99,93% | 99,93% |
08/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 90 000 | 90 000 | 89 994 | 89 994 | 227 863 CHF | 228 763 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 85 000 | 85 000 | 85 779 | 85 779 | 226 132 CHF | 226 990 CHF | 100,00% | 100,00% |