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 | 0,51% | 1,97 CHF | 1,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 145 805 CHF | 146 555 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 150 306 CHF | 151 056 CHF | 99,28% | 99,28% |
18/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 148 594 CHF | 149 344 CHF | 99,30% | 99,30% |
15/11/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 142 381 CHF | 143 131 CHF | 99,38% | 99,38% |
14/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 141 490 CHF | 142 240 CHF | 99,36% | 99,36% |
13/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 142 456 CHF | 143 206 CHF | 99,36% | 99,36% |
12/11/2024 | 0,54% | 1,91 CHF | 1,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 101 CHF | 139 851 CHF | 99,08% | 99,08% |
11/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 287 CHF | 131 037 CHF | 99,26% | 99,26% |
08/11/2024 | 0,54% | 1,89 CHF | 1,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 932 CHF | 139 682 CHF | 99,39% | 99,39% |
07/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 136 917 CHF | 137 667 CHF | 99,26% | 99,26% |