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 | 0,33% | 2,99 CHF | 3,00 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 144 303 CHF | 144 783 CHF | 99,48% | 99,48% |
19/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 142 788 CHF | 143 268 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 138 426 CHF | 138 906 CHF | 99,89% | 99,89% |
15/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 741 CHF | 139 241 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,76 CHF | 2,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 665 CHF | 135 165 CHF | 98,66% | 98,66% |
13/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 136 840 CHF | 137 340 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,71 CHF | 2,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 257 CHF | 138 757 CHF | 99,88% | 99,88% |
11/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 137 310 CHF | 137 790 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 572 CHF | 132 072 CHF | 98,29% | 98,29% |
07/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 474 CHF | 134 974 CHF | 100,00% | 100,00% |