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 | 1,31% | 2,22 CHF | 2,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 170 418 CHF | 172 668 CHF | 98,82% | 98,82% |
19/11/2024 | 0,89% | 2,21 CHF | 2,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 167 676 CHF | 169 176 CHF | 99,84% | 99,84% |
18/11/2024 | 0,98% | 2,26 CHF | 2,28 CHF | 75 000 | 75 000 | 70 274 | 70 274 | 156 039 CHF | 157 539 CHF | 95,61% | 95,61% |
15/11/2024 | 0,91% | 2,21 CHF | 2,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 163 414 CHF | 164 914 CHF | 95,52% | 95,52% |
14/11/2024 | 0,95% | 2,15 CHF | 2,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 156 393 CHF | 157 893 CHF | 99,57% | 99,57% |
13/11/2024 | 1,01% | 2,01 CHF | 2,03 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 148 813 CHF | 150 312 CHF | 99,32% | 99,32% |
12/11/2024 | 1,00% | 1,91 CHF | 1,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 149 286 CHF | 150 786 CHF | 99,36% | 99,36% |
11/11/2024 | 0,95% | 2,10 CHF | 2,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 156 667 CHF | 158 167 CHF | 93,97% | 93,97% |
08/11/2024 | 1,01% | 1,96 CHF | 1,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 147 875 CHF | 149 375 CHF | 99,79% | 99,79% |
07/11/2024 | 0,98% | 2,07 CHF | 2,09 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 154 253 CHF | 155 753 CHF | 96,70% | 96,70% |