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 | 0,75% | 2,61 CHF | 2,63 CHF | 60 000 | 60 000 | 59 990 | 59 990 | 160 256 CHF | 161 456 CHF | 99,82% | 99,82% |
19/11/2024 | 0,83% | 2,43 CHF | 2,45 CHF | 60 000 | 60 000 | 59 985 | 59 985 | 143 730 CHF | 144 930 CHF | 99,12% | 99,12% |
18/11/2024 | 0,82% | 2,46 CHF | 2,48 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 145 880 CHF | 147 080 CHF | 99,73% | 99,73% |
15/11/2024 | 0,80% | 2,45 CHF | 2,47 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 149 527 CHF | 150 727 CHF | 99,57% | 99,57% |
14/11/2024 | 0,78% | 2,53 CHF | 2,55 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 152 749 CHF | 153 949 CHF | 99,71% | 99,71% |
13/11/2024 | 0,76% | 2,59 CHF | 2,61 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 156 468 CHF | 157 668 CHF | 99,93% | 99,93% |
12/11/2024 | 0,73% | 2,60 CHF | 2,62 CHF | 60 000 | 60 000 | 59 996 | 59 996 | 163 426 CHF | 164 626 CHF | 99,31% | 99,31% |
11/11/2024 | 0,70% | 2,83 CHF | 2,85 CHF | 60 000 | 60 000 | 59 989 | 59 989 | 170 265 CHF | 171 465 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 2,72 CHF | 2,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 160 917 CHF | 162 117 CHF | 99,94% | 99,94% |
07/11/2024 | 0,73% | 2,70 CHF | 2,72 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 162 689 CHF | 163 889 CHF | 99,81% | 99,81% |