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% | 3,16 CHF | 3,17 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 482 690 CHF | 484 290 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 480 601 CHF | 482 201 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,86 CHF | 2,87 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 436 756 CHF | 438 356 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 397 871 CHF | 399 471 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,52 CHF | 2,53 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 379 968 CHF | 381 568 CHF | 99,91% | 99,91% |
13/11/2024 | 0,35% | 2,77 CHF | 2,78 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 451 691 CHF | 453 291 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 442 922 CHF | 444 522 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 2,88 CHF | 2,89 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 511 426 CHF | 513 026 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,48 CHF | 3,49 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 562 136 CHF | 563 736 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,58 CHF | 3,59 CHF | 160 000 | 160 000 | 159 875 | 159 875 | 542 294 CHF | 543 894 CHF | 100,00% | 100,00% |