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 | 1,12% | 2,61 CHF | 2,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 200 144 CHF | 202 394 CHF | 98,82% | 98,82% |
19/11/2024 | 0,76% | 2,61 CHF | 2,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 197 421 CHF | 198 921 CHF | 99,84% | 99,84% |
18/11/2024 | 0,84% | 2,66 CHF | 2,68 CHF | 75 000 | 75 000 | 70 004 | 70 004 | 183 286 CHF | 184 786 CHF | 96,90% | 96,90% |
15/11/2024 | 0,77% | 2,61 CHF | 2,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 193 235 CHF | 194 735 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 2,55 CHF | 2,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 186 114 CHF | 187 614 CHF | 99,57% | 99,57% |
13/11/2024 | 0,84% | 2,41 CHF | 2,43 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 178 250 CHF | 179 746 CHF | 99,32% | 99,32% |
12/11/2024 | 0,83% | 2,31 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 178 987 CHF | 180 487 CHF | 99,36% | 99,36% |
11/11/2024 | 0,80% | 2,50 CHF | 2,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 186 369 CHF | 187 869 CHF | 93,97% | 93,97% |
08/11/2024 | 0,84% | 2,35 CHF | 2,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 537 CHF | 179 037 CHF | 99,79% | 99,79% |
07/11/2024 | 0,82% | 2,47 CHF | 2,49 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 183 442 CHF | 184 942 CHF | 96,70% | 96,70% |