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 | 0,47% | 2,28 CHF | 2,29 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 343 305 CHF | 344 905 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 342 241 CHF | 343 841 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 2,00 CHF | 2,01 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 300 054 CHF | 301 654 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 263 408 CHF | 265 008 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,68 CHF | 1,69 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 246 783 CHF | 248 383 CHF | 99,91% | 99,91% |
13/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 314 375 CHF | 315 975 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 306 674 CHF | 308 274 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,02 CHF | 2,03 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 373 119 CHF | 374 719 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 424 553 CHF | 426 153 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,72 CHF | 2,73 CHF | 160 000 | 160 000 | 159 876 | 159 876 | 405 111 CHF | 406 711 CHF | 100,00% | 100,00% |