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% | 2,84 CHF | 2,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 213 040 CHF | 213 790 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 206 795 CHF | 207 545 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 214 245 CHF | 214 995 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 218 295 CHF | 219 045 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,95 CHF | 2,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 216 374 CHF | 217 124 CHF | 99,27% | 99,27% |
13/11/2024 | 0,37% | 2,83 CHF | 2,84 CHF | 75 000 | 75 000 | 74 132 | 74 132 | 205 681 CHF | 206 428 CHF | 99,40% | 99,40% |
12/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 222 561 CHF | 223 311 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 225 416 CHF | 226 166 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 219 128 CHF | 219 878 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,96 CHF | 2,97 CHF | 75 000 | 75 000 | 72 407 | 72 407 | 214 483 CHF | 215 219 CHF | 99,23% | 99,23% |