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 | 0,33% | 2,95 CHF | 2,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 225 220 CHF | 225 970 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 222 146 CHF | 222 896 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 221 139 CHF | 221 889 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 218 087 CHF | 218 837 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,88 CHF | 2,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 210 864 CHF | 211 614 CHF | 99,57% | 99,57% |
13/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 202 767 CHF | 203 518 CHF | 99,32% | 99,32% |
12/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 203 844 CHF | 204 594 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 211 270 CHF | 212 020 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 202 641 CHF | 203 391 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 2,80 CHF | 2,81 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 208 029 CHF | 208 792 CHF | 99,13% | 99,13% |