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 | 0,64% | 3,05 CHF | 3,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 232 901 CHF | 234 401 CHF | 98,82% | 98,82% |
19/11/2024 | 0,65% | 3,04 CHF | 3,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 229 824 CHF | 231 324 CHF | 99,94% | 99,94% |
18/11/2024 | 0,72% | 3,09 CHF | 3,11 CHF | 75 000 | 75 000 | 69 764 | 69 764 | 212 730 CHF | 214 230 CHF | 98,08% | 98,08% |
15/11/2024 | 0,66% | 3,04 CHF | 3,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 225 553 CHF | 227 053 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 2,98 CHF | 3,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 218 601 CHF | 220 101 CHF | 99,57% | 99,57% |
13/11/2024 | 0,71% | 2,84 CHF | 2,86 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 210 769 CHF | 212 267 CHF | 99,32% | 99,32% |
12/11/2024 | 0,71% | 2,75 CHF | 2,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 211 799 CHF | 213 299 CHF | 99,36% | 99,36% |
11/11/2024 | 0,68% | 2,93 CHF | 2,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 219 073 CHF | 220 573 CHF | 95,09% | 95,09% |
08/11/2024 | 0,71% | 2,79 CHF | 2,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 210 398 CHF | 211 898 CHF | 99,79% | 99,79% |
07/11/2024 | 0,70% | 2,90 CHF | 2,92 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 215 382 CHF | 216 882 CHF | 96,70% | 96,70% |