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% | 2,86 CHF | 2,87 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 171 548 CHF | 172 148 CHF | 99,73% | 99,73% |
19/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 166 581 CHF | 167 181 CHF | 99,84% | 99,84% |
18/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 172 428 CHF | 173 028 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 175 652 CHF | 176 252 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 174 269 CHF | 174 869 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 167 566 CHF | 168 166 CHF | 99,95% | 99,95% |
12/11/2024 | 0,33% | 2,92 CHF | 2,93 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 179 076 CHF | 179 676 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 181 424 CHF | 182 024 CHF | 99,65% | 99,65% |
08/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 176 450 CHF | 177 050 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 178 789 CHF | 179 389 CHF | 99,70% | 99,70% |