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 | 0,42% | 2,37 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 590 CHF | 178 340 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 171 364 CHF | 172 114 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 178 637 CHF | 179 387 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 182 815 CHF | 183 565 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 853 CHF | 181 603 CHF | 99,27% | 99,27% |
13/11/2024 | 0,44% | 2,35 CHF | 2,36 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 170 763 CHF | 171 370 CHF | 99,40% | 99,40% |
12/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 187 096 CHF | 187 846 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 189 975 CHF | 190 725 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 183 666 CHF | 184 416 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,49 CHF | 2,50 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 180 864 CHF | 180 967 CHF | 99,23% | 99,23% |