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 | 0,33% | 2,97 CHF | 2,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 224 819 CHF | 225 569 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 221 789 CHF | 222 539 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 212 596 CHF | 213 346 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 201 779 CHF | 202 529 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,67 CHF | 2,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 193 682 CHF | 194 432 CHF | 99,56% | 99,56% |
13/11/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 196 560 CHF | 197 314 CHF | 99,32% | 99,32% |
12/11/2024 | 0,42% | 2,60 CHF | 2,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 200 809 CHF | 201 660 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 2,77 CHF | 2,78 CHF | 75 000 | 75 000 | 61 884 | 61 884 | 173 306 CHF | 174 108 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 2,50 CHF | 2,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 187 495 CHF | 188 383 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 2,58 CHF | 2,59 CHF | 100 000 | 100 000 | 71 387 | 71 387 | 184 507 CHF | 185 599 CHF | 97,53% | 97,53% |