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 | 0,40% | 2,65 CHF | 2,66 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 427 425 CHF | 429 125 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 427 674 CHF | 429 374 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,38 CHF | 2,39 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 406 027 CHF | 407 827 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 368 032 CHF | 369 832 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 2,08 CHF | 2,09 CHF | 180 000 | 180 000 | 180 000 | 180 000 | 351 137 CHF | 352 937 CHF | 99,91% | 99,91% |
13/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 396 911 CHF | 398 611 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 389 847 CHF | 391 547 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 2,40 CHF | 2,41 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 429 082 CHF | 430 682 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 477 175 CHF | 478 775 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 3,05 CHF | 3,06 CHF | 170 000 | 170 000 | 169 867 | 169 867 | 488 660 CHF | 490 360 CHF | 100,00% | 100,00% |