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 | 0,37% | 2,86 CHF | 2,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 214 827 CHF | 215 619 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,81 CHF | 2,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 206 865 CHF | 207 659 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 207 287 CHF | 208 037 CHF | 99,54% | 99,54% |
15/11/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 328 CHF | 152 894 CHF | 77,20% | 77,20% |
14/11/2024 | 0,34% | 3,40 CHF | 3,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 169 065 CHF | 169 646 CHF | 99,44% | 99,44% |
13/11/2024 | 0,34% | 3,39 CHF | 3,40 CHF | 50 000 | 50 000 | 49 818 | 49 818 | 165 560 CHF | 166 116 CHF | 98,88% | 98,88% |
12/11/2024 | 0,33% | 3,41 CHF | 3,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 169 756 CHF | 170 315 CHF | 88,40% | 88,40% |
11/11/2024 | 0,33% | 3,33 CHF | 3,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 836 CHF | 168 386 CHF | 98,45% | 98,45% |
08/11/2024 | 0,33% | 3,29 CHF | 3,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 853 CHF | 163 384 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 3,27 CHF | 3,28 CHF | 75 000 | 75 000 | 72 384 | 72 384 | 232 640 CHF | 233 434 CHF | 98,36% | 98,36% |