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% | 2,81 CHF | 2,82 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 135 690 CHF | 136 170 CHF | 99,43% | 99,43% |
19/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 134 179 CHF | 134 659 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 129 821 CHF | 130 301 CHF | 99,88% | 99,88% |
15/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 833 CHF | 130 333 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 768 CHF | 126 268 CHF | 98,61% | 98,61% |
13/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 956 CHF | 128 456 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 315 CHF | 129 815 CHF | 99,88% | 99,88% |
11/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 128 757 CHF | 129 237 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 714 CHF | 123 214 CHF | 98,30% | 98,30% |
07/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 556 CHF | 126 056 CHF | 100,00% | 100,00% |