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 | 0,44% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 171 192 CHF | 171 942 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 164 971 CHF | 165 721 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 414 CHF | 173 164 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 483 CHF | 177 233 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 174 532 CHF | 175 282 CHF | 99,27% | 99,27% |
13/11/2024 | 0,46% | 2,27 CHF | 2,28 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 164 578 CHF | 165 190 CHF | 99,40% | 99,40% |
12/11/2024 | 0,41% | 2,35 CHF | 2,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 787 CHF | 181 537 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 183 590 CHF | 184 340 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 383 CHF | 178 133 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 174 799 CHF | 174 924 CHF | 99,23% | 99,23% |