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 | 0,37% | 2,63 CHF | 2,64 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 322 375 CHF | 323 575 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 312 715 CHF | 313 915 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 319 169 CHF | 320 369 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 329 203 CHF | 330 403 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 330 941 CHF | 332 141 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 322 328 CHF | 323 528 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,67 CHF | 2,68 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 330 493 CHF | 331 693 CHF | 99,85% | 99,85% |
11/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 337 876 CHF | 339 076 CHF | 99,67% | 99,67% |
08/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 328 763 CHF | 329 963 CHF | 98,78% | 98,78% |
07/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 331 382 CHF | 332 582 CHF | 100,00% | 100,00% |