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 | 0,42% | 2,30 CHF | 2,31 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 141 881 CHF | 142 481 CHF | 99,39% | 99,39% |
19/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 140 844 CHF | 141 444 CHF | 99,29% | 99,29% |
18/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 66 085 CHF | 66 335 CHF | 99,30% | 99,30% |
15/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 68 597 CHF | 68 847 CHF | 99,38% | 99,38% |
14/11/2024 | 0,35% | 2,77 CHF | 2,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 71 561 CHF | 71 811 CHF | 99,35% | 99,35% |
13/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 59 985 CHF | 60 235 CHF | 99,39% | 99,39% |
12/11/2024 | 0,39% | 2,37 CHF | 2,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 63 268 CHF | 63 518 CHF | 99,09% | 99,09% |
11/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 67 624 CHF | 67 874 CHF | 99,30% | 99,30% |
08/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 65 866 CHF | 66 116 CHF | 99,39% | 99,39% |
07/11/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 25 000 | 25 000 | 24 997 | 24 997 | 67 664 CHF | 67 914 CHF | 99,28% | 99,28% |