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 | 0,39% | 2,53 CHF | 2,54 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 309 407 CHF | 310 607 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 299 654 CHF | 300 854 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 306 236 CHF | 307 436 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 316 368 CHF | 317 568 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 317 897 CHF | 319 097 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 309 264 CHF | 310 464 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 317 553 CHF | 318 753 CHF | 99,85% | 99,85% |
11/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 324 754 CHF | 325 954 CHF | 99,65% | 99,65% |
08/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 315 684 CHF | 316 884 CHF | 98,72% | 98,72% |
07/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 318 381 CHF | 319 581 CHF | 100,00% | 100,00% |