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% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 164 290 CHF | 165 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 157 990 CHF | 158 740 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 165 374 CHF | 166 124 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 476 CHF | 170 226 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 167 574 CHF | 168 324 CHF | 99,27% | 99,27% |
13/11/2024 | 0,48% | 2,18 CHF | 2,19 CHF | 75 000 | 75 000 | 74 193 | 74 132 | 157 622 CHF | 158 242 CHF | 99,40% | 99,40% |
12/11/2024 | 0,43% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 173 811 CHF | 174 561 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 666 CHF | 177 416 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 170 378 CHF | 171 128 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,31 CHF | 2,32 CHF | 75 000 | 75 000 | 72 666 | 72 407 | 168 005 CHF | 168 154 CHF | 99,23% | 99,23% |