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 | 0,85% | 2,28 CHF | 2,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 178 CHF | 176 678 CHF | 98,82% | 98,82% |
19/11/2024 | 0,87% | 2,27 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 211 CHF | 173 711 CHF | 99,94% | 99,94% |
18/11/2024 | 0,96% | 2,32 CHF | 2,34 CHF | 75 000 | 75 000 | 69 764 | 69 764 | 159 090 CHF | 160 590 CHF | 98,08% | 98,08% |
15/11/2024 | 0,89% | 2,27 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 168 008 CHF | 169 508 CHF | 100,00% | 100,00% |
14/11/2024 | 0,93% | 2,21 CHF | 2,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 161 437 CHF | 162 937 CHF | 99,57% | 99,57% |
13/11/2024 | 0,97% | 2,08 CHF | 2,10 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 154 322 CHF | 155 818 CHF | 99,32% | 99,32% |
12/11/2024 | 0,96% | 1,99 CHF | 2,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 154 988 CHF | 156 488 CHF | 99,36% | 99,36% |
11/11/2024 | 0,92% | 2,17 CHF | 2,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 161 931 CHF | 163 431 CHF | 95,09% | 95,09% |
08/11/2024 | 0,97% | 2,04 CHF | 2,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 153 814 CHF | 155 314 CHF | 99,79% | 99,79% |
07/11/2024 | 0,94% | 2,14 CHF | 2,16 CHF | 75 000 | 75 000 | 73 692 | 73 692 | 159 295 CHF | 160 795 CHF | 96,70% | 96,70% |