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 | 0,46% | 2,17 CHF | 2,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 162 854 CHF | 163 604 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 156 676 CHF | 157 426 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 164 061 CHF | 164 811 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 168 179 CHF | 168 929 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 166 244 CHF | 166 994 CHF | 99,27% | 99,27% |
13/11/2024 | 0,48% | 2,16 CHF | 2,17 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 156 330 CHF | 156 950 CHF | 99,40% | 99,40% |
12/11/2024 | 0,43% | 2,24 CHF | 2,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 475 CHF | 173 225 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 340 CHF | 176 090 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 031 CHF | 169 781 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,30 CHF | 2,31 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 166 708 CHF | 166 861 CHF | 99,23% | 99,23% |