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 | 0,34% | 2,94 CHF | 2,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 220 876 CHF | 221 626 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 214 666 CHF | 215 416 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 222 063 CHF | 222 813 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 226 137 CHF | 226 887 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 224 221 CHF | 224 971 CHF | 99,27% | 99,27% |
13/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 75 000 | 75 000 | 74 132 | 74 132 | 213 437 CHF | 214 183 CHF | 99,40% | 99,40% |
12/11/2024 | 0,32% | 3,01 CHF | 3,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 230 420 CHF | 231 170 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 233 290 CHF | 234 040 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 226 948 CHF | 227 698 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 3,07 CHF | 3,08 CHF | 75 000 | 75 000 | 72 407 | 72 407 | 222 042 CHF | 222 776 CHF | 99,23% | 99,23% |