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% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 432 CHF | 170 182 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 163 240 CHF | 163 990 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 170 536 CHF | 171 286 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 174 726 CHF | 175 476 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 824 CHF | 173 574 CHF | 99,27% | 99,27% |
13/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 162 719 CHF | 163 333 CHF | 99,40% | 99,40% |
12/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 179 061 CHF | 179 811 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 181 773 CHF | 182 523 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 562 CHF | 176 312 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,38 CHF | 2,39 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 173 092 CHF | 173 221 CHF | 99,23% | 99,23% |