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 | 0,36% | 2,76 CHF | 2,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 207 464 CHF | 208 214 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 199 494 CHF | 200 244 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 199 920 CHF | 200 670 CHF | 99,54% | 99,54% |
15/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 394 CHF | 147 951 CHF | 77,20% | 77,20% |
14/11/2024 | 0,34% | 3,30 CHF | 3,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 175 CHF | 164 741 CHF | 99,44% | 99,44% |
13/11/2024 | 0,34% | 3,29 CHF | 3,30 CHF | 50 000 | 50 000 | 49 818 | 49 818 | 160 664 CHF | 161 204 CHF | 98,88% | 98,88% |
12/11/2024 | 0,32% | 3,31 CHF | 3,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 845 CHF | 165 370 CHF | 88,40% | 88,40% |
11/11/2024 | 0,33% | 3,23 CHF | 3,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 931 CHF | 163 474 CHF | 98,45% | 98,45% |
08/11/2024 | 0,35% | 3,19 CHF | 3,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 917 CHF | 158 473 CHF | 100,00% | 100,00% |
07/11/2024 | 0,36% | 3,17 CHF | 3,18 CHF | 75 000 | 75 000 | 72 384 | 72 384 | 225 572 CHF | 226 367 CHF | 98,36% | 98,36% |