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 | 0,38% | 2,56 CHF | 2,57 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 312 930 CHF | 314 130 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 303 259 CHF | 304 459 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 309 740 CHF | 310 940 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 319 869 CHF | 321 069 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 321 579 CHF | 322 779 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 312 894 CHF | 314 094 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,60 CHF | 2,61 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 321 127 CHF | 322 327 CHF | 99,85% | 99,85% |
11/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 328 502 CHF | 329 702 CHF | 99,72% | 99,72% |
08/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 319 293 CHF | 320 493 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 321 951 CHF | 323 151 CHF | 100,00% | 100,00% |