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 | 0,35% | 2,84 CHF | 2,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 214 689 CHF | 215 439 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 211 516 CHF | 212 266 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,76 CHF | 2,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 202 436 CHF | 203 186 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 612 CHF | 192 362 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,53 CHF | 2,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 183 547 CHF | 184 297 CHF | 99,56% | 99,56% |
13/11/2024 | 0,41% | 2,52 CHF | 2,53 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 186 582 CHF | 187 345 CHF | 99,32% | 99,32% |
12/11/2024 | 0,47% | 2,46 CHF | 2,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 190 663 CHF | 191 566 CHF | 100,00% | 100,00% |
11/11/2024 | 0,60% | 2,63 CHF | 2,64 CHF | 75 000 | 75 000 | 61 884 | 61 884 | 164 867 CHF | 165 785 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,36 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 404 CHF | 178 250 CHF | 100,00% | 100,00% |
07/11/2024 | 0,72% | 2,44 CHF | 2,45 CHF | 100 000 | 100 000 | 71 387 | 71 387 | 174 862 CHF | 175 974 CHF | 97,53% | 97,53% |