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 | 0,38% | 2,72 CHF | 2,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 204 299 CHF | 205 077 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,67 CHF | 2,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 196 314 CHF | 197 115 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 196 724 CHF | 197 474 CHF | 99,54% | 99,54% |
15/11/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 145 299 CHF | 145 864 CHF | 77,20% | 77,20% |
14/11/2024 | 0,35% | 3,26 CHF | 3,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 030 CHF | 162 605 CHF | 99,44% | 99,44% |
13/11/2024 | 0,35% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 49 818 | 49 818 | 158 552 CHF | 159 112 CHF | 98,88% | 98,88% |
12/11/2024 | 0,32% | 3,27 CHF | 3,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 753 CHF | 163 283 CHF | 88,40% | 88,40% |
11/11/2024 | 0,34% | 3,19 CHF | 3,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 810 CHF | 161 357 CHF | 98,45% | 98,45% |
08/11/2024 | 0,34% | 3,15 CHF | 3,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 155 816 CHF | 156 353 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 3,13 CHF | 3,14 CHF | 75 000 | 75 000 | 72 384 | 72 384 | 222 456 CHF | 223 301 CHF | 98,36% | 98,36% |