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 | 0,40% | 2,42 CHF | 2,43 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 296 501 CHF | 297 701 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 286 993 CHF | 288 193 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 293 409 CHF | 294 609 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 303 529 CHF | 304 729 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 305 167 CHF | 306 367 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 296 488 CHF | 297 688 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,46 CHF | 2,47 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 304 755 CHF | 305 955 CHF | 99,85% | 99,85% |
11/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 312 036 CHF | 313 236 CHF | 99,66% | 99,66% |
08/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 302 872 CHF | 304 072 CHF | 98,76% | 98,76% |
07/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 305 618 CHF | 306 818 CHF | 100,00% | 100,00% |