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 | 0,48% | 2,07 CHF | 2,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 155 626 CHF | 156 376 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 149 416 CHF | 150 166 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 156 813 CHF | 157 563 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 160 887 CHF | 161 637 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 158 971 CHF | 159 721 CHF | 99,27% | 99,27% |
13/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 149 151 CHF | 149 777 CHF | 99,40% | 99,40% |
12/11/2024 | 0,45% | 2,14 CHF | 2,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 165 214 CHF | 165 964 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 168 101 CHF | 168 851 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 161 838 CHF | 162 588 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 159 722 CHF | 159 900 CHF | 99,23% | 99,23% |