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% | 2,85 CHF | 2,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 214 016 CHF | 214 766 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 207 858 CHF | 208 608 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 215 230 CHF | 215 980 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 219 337 CHF | 220 087 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 217 411 CHF | 218 161 CHF | 99,27% | 99,27% |
13/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 75 000 | 75 000 | 74 132 | 74 132 | 206 702 CHF | 207 447 CHF | 99,40% | 99,40% |
12/11/2024 | 0,33% | 2,92 CHF | 2,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 223 537 CHF | 224 287 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 226 388 CHF | 227 138 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 220 133 CHF | 220 883 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,98 CHF | 2,99 CHF | 75 000 | 75 000 | 72 407 | 72 407 | 215 461 CHF | 216 196 CHF | 99,23% | 99,23% |