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 | 0,48% | 2,03 CHF | 2,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 156 611 CHF | 157 361 CHF | 99,80% | 99,80% |
19/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 135 996 CHF | 136 746 CHF | 99,78% | 99,78% |
18/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 138 599 CHF | 139 349 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 142 979 CHF | 143 729 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 146 936 CHF | 147 686 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 151 584 CHF | 152 334 CHF | 99,94% | 99,94% |
12/11/2024 | 0,47% | 2,02 CHF | 2,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 160 282 CHF | 161 032 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 168 870 CHF | 169 620 CHF | 99,78% | 99,78% |
08/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 157 223 CHF | 157 973 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 159 483 CHF | 160 233 CHF | 99,67% | 99,67% |