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 | 0,38% | 2,68 CHF | 2,69 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 224 804 CHF | 225 654 CHF | 99,73% | 99,73% |
19/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 225 653 CHF | 226 503 CHF | 99,82% | 99,82% |
18/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 220 381 CHF | 221 231 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 216 225 CHF | 217 075 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 208 235 CHF | 209 085 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 203 700 CHF | 204 550 CHF | 99,92% | 99,92% |
12/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 204 676 CHF | 205 526 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 199 828 CHF | 200 678 CHF | 99,65% | 99,65% |
08/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 203 623 CHF | 204 473 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 199 898 CHF | 200 748 CHF | 99,70% | 99,70% |