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 | 0,43% | 2,34 CHF | 2,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 949 CHF | 176 699 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 666 CHF | 170 416 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 063 CHF | 177 813 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 181 265 CHF | 182 015 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,46 CHF | 2,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 179 221 CHF | 179 971 CHF | 99,27% | 99,27% |
13/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 169 183 CHF | 169 792 CHF | 99,40% | 99,40% |
12/11/2024 | 0,40% | 2,41 CHF | 2,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 185 464 CHF | 186 214 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 188 351 CHF | 189 101 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 182 088 CHF | 182 838 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 179 342 CHF | 179 450 CHF | 99,23% | 99,23% |