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 | 0,43% | 2,30 CHF | 2,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 682 CHF | 173 432 CHF | 99,05% | 99,05% |
19/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 216 CHF | 177 966 CHF | 97,50% | 97,50% |
18/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 182 248 CHF | 182 998 CHF | 99,27% | 99,27% |
15/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 185 927 CHF | 186 677 CHF | 99,34% | 99,34% |
14/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 181 879 CHF | 182 629 CHF | 99,46% | 99,46% |
13/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 75 000 | 75 000 | 66 822 | 66 822 | 154 848 CHF | 155 516 CHF | 99,22% | 99,22% |
12/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 85 230 CHF | 85 610 CHF | 99,09% | 99,09% |
11/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 81 849 CHF | 82 229 CHF | 99,28% | 99,28% |
08/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 81 954 CHF | 82 334 CHF | 99,46% | 99,46% |
07/11/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 84 015 CHF | 84 395 CHF | 99,33% | 99,33% |