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 | 0,88% | 2,21 CHF | 2,23 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 136 464 CHF | 137 664 CHF | 99,93% | 99,93% |
19/11/2024 | 1,00% | 2,03 CHF | 2,05 CHF | 60 000 | 60 000 | 59 967 | 59 967 | 119 875 CHF | 121 075 CHF | 99,63% | 99,63% |
18/11/2024 | 0,98% | 2,07 CHF | 2,09 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 122 069 CHF | 123 269 CHF | 99,63% | 99,63% |
15/11/2024 | 0,95% | 2,06 CHF | 2,08 CHF | 60 000 | 60 000 | 59 994 | 59 994 | 125 719 CHF | 126 919 CHF | 99,53% | 99,53% |
14/11/2024 | 0,93% | 2,14 CHF | 2,16 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 128 930 CHF | 130 130 CHF | 99,90% | 99,90% |
13/11/2024 | 0,90% | 2,19 CHF | 2,21 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 132 654 CHF | 133 854 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 2,20 CHF | 2,22 CHF | 60 000 | 60 000 | 59 997 | 59 997 | 139 589 CHF | 140 789 CHF | 99,59% | 99,59% |
11/11/2024 | 0,82% | 2,44 CHF | 2,46 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 146 487 CHF | 147 687 CHF | 99,72% | 99,72% |
08/11/2024 | 0,87% | 2,32 CHF | 2,34 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 137 197 CHF | 138 397 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 2,31 CHF | 2,33 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 138 962 CHF | 140 162 CHF | 100,00% | 100,00% |