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 | 0,97% | 3,01 CHF | 3,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 230 105 CHF | 232 355 CHF | 98,82% | 98,82% |
19/11/2024 | 0,66% | 3,01 CHF | 3,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 227 306 CHF | 228 806 CHF | 99,94% | 99,94% |
18/11/2024 | 0,73% | 3,06 CHF | 3,08 CHF | 75 000 | 75 000 | 69 943 | 69 943 | 210 961 CHF | 212 461 CHF | 97,20% | 97,20% |
15/11/2024 | 0,67% | 3,01 CHF | 3,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 223 019 CHF | 224 519 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 2,94 CHF | 2,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 215 977 CHF | 217 477 CHF | 99,57% | 99,57% |
13/11/2024 | 0,72% | 2,80 CHF | 2,82 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 207 845 CHF | 209 343 CHF | 99,32% | 99,32% |
12/11/2024 | 0,72% | 2,70 CHF | 2,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 208 812 CHF | 210 312 CHF | 99,36% | 99,36% |
11/11/2024 | 0,69% | 2,90 CHF | 2,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 216 232 CHF | 217 732 CHF | 93,97% | 93,97% |
08/11/2024 | 0,72% | 2,75 CHF | 2,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 207 278 CHF | 208 778 CHF | 99,48% | 99,48% |
07/11/2024 | 0,71% | 2,87 CHF | 2,89 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 212 633 CHF | 214 133 CHF | 96,70% | 96,70% |