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 | 0,34% | 2,85 CHF | 2,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 348 229 CHF | 349 429 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 338 593 CHF | 339 793 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 345 133 CHF | 346 333 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 355 204 CHF | 356 404 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 356 767 CHF | 357 967 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 348 088 CHF | 349 288 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 356 409 CHF | 357 609 CHF | 99,85% | 99,85% |
11/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 363 636 CHF | 364 836 CHF | 99,69% | 99,69% |
08/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 354 471 CHF | 355 671 CHF | 98,80% | 98,80% |
07/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 357 218 CHF | 358 418 CHF | 100,00% | 100,00% |