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 | 0,36% | 2,77 CHF | 2,78 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 133 727 CHF | 134 207 CHF | 99,49% | 99,49% |
19/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 132 217 CHF | 132 697 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 127 836 CHF | 128 316 CHF | 99,90% | 99,90% |
15/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 727 CHF | 128 227 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 643 CHF | 124 143 CHF | 98,50% | 98,50% |
13/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 828 CHF | 126 328 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,49 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 127 212 CHF | 127 712 CHF | 99,88% | 99,88% |
11/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 126 749 CHF | 127 229 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 572 CHF | 121 072 CHF | 98,29% | 98,29% |
07/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 123 434 CHF | 123 934 CHF | 100,00% | 100,00% |