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 | 0,36% | 2,74 CHF | 2,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 205 949 CHF | 206 699 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 199 816 CHF | 200 566 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 207 063 CHF | 207 813 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 211 265 CHF | 212 015 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,86 CHF | 2,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 209 221 CHF | 209 971 CHF | 99,27% | 99,27% |
13/11/2024 | 0,38% | 2,73 CHF | 2,74 CHF | 75 000 | 75 000 | 74 132 | 74 132 | 198 700 CHF | 199 445 CHF | 99,40% | 99,40% |
12/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 215 464 CHF | 216 214 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 218 351 CHF | 219 101 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 212 088 CHF | 212 838 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 2,87 CHF | 2,88 CHF | 75 000 | 75 000 | 72 407 | 72 407 | 207 678 CHF | 208 411 CHF | 99,23% | 99,23% |