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 | 0,35% | 2,78 CHF | 2,79 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 340 010 CHF | 341 210 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 330 291 CHF | 331 491 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 336 752 CHF | 337 952 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 346 834 CHF | 348 034 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 348 558 CHF | 349 758 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 339 810 CHF | 341 010 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,82 CHF | 2,83 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 348 082 CHF | 349 282 CHF | 99,85% | 99,85% |
11/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 355 449 CHF | 356 649 CHF | 99,70% | 99,70% |
08/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 346 093 CHF | 347 293 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 349 019 CHF | 350 219 CHF | 100,00% | 100,00% |