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 | 0,42% | 2,32 CHF | 2,33 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 284 207 CHF | 285 407 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 274 454 CHF | 275 654 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 280 907 CHF | 282 107 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 291 168 CHF | 292 368 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 292 697 CHF | 293 897 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 284 064 CHF | 285 264 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 292 353 CHF | 293 553 CHF | 99,85% | 99,85% |
11/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 299 555 CHF | 300 755 CHF | 99,69% | 99,69% |
08/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 290 482 CHF | 291 682 CHF | 98,81% | 98,81% |
07/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 293 181 CHF | 294 381 CHF | 100,00% | 100,00% |