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 | 0,53% | 1,81 CHF | 1,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 863 CHF | 140 613 CHF | 14,13% | 100,00% |
19/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 142 CHF | 138 892 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 141 617 CHF | 142 367 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 143 912 CHF | 144 662 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 206 CHF | 144 956 CHF | 99,22% | 99,22% |
13/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 75 000 | 75 000 | 74 213 | 74 155 | 141 064 CHF | 141 700 CHF | 98,74% | 98,74% |
12/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 144 631 CHF | 145 381 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 149 262 CHF | 150 012 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 148 982 CHF | 149 732 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 2,05 CHF | 2,06 CHF | 75 000 | 75 000 | 72 658 | 72 397 | 149 117 CHF | 149 319 CHF | 98,73% | 98,73% |