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% | 2,72 CHF | 2,73 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 402 670 CHF | 404 170 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 414 852 CHF | 416 352 CHF | 99,91% | 99,91% |
18/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 199 028 CHF | 199 778 CHF | 99,91% | 99,91% |
15/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 197 105 CHF | 197 855 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 203 905 CHF | 204 655 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 211 840 CHF | 212 590 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 211 315 CHF | 212 065 CHF | 99,70% | 99,70% |
11/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 196 425 CHF | 197 175 CHF | 99,87% | 99,87% |
08/11/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 194 446 CHF | 195 196 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 737 CHF | 176 487 CHF | 99,91% | 99,91% |