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 | 0,46% | 2,11 CHF | 2,12 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 260 012 CHF | 261 212 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 250 319 CHF | 251 519 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 256 800 CHF | 258 000 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 266 875 CHF | 268 075 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 268 621 CHF | 269 821 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 259 970 CHF | 261 170 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 268 327 CHF | 269 527 CHF | 99,85% | 99,85% |
11/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 275 523 CHF | 276 723 CHF | 99,70% | 99,70% |
08/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 266 438 CHF | 267 638 CHF | 98,83% | 98,83% |
07/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 269 151 CHF | 270 351 CHF | 100,00% | 100,00% |