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% | 2,89 CHF | 2,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 353 500 CHF | 354 700 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 343 698 CHF | 344 898 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 350 172 CHF | 351 372 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 360 212 CHF | 361 412 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 361 982 CHF | 363 182 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 353 256 CHF | 354 456 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,93 CHF | 2,94 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 361 522 CHF | 362 722 CHF | 99,87% | 99,87% |
11/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 368 896 CHF | 370 096 CHF | 99,72% | 99,72% |
08/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 359 708 CHF | 360 908 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 362 462 CHF | 363 662 CHF | 100,00% | 100,00% |