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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,65% | 2,18 CHF | 2,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 162 428 CHF | 163 484 CHF | 99,98% | 99,98% |
20/11/2024 | 0,64% | 1,87 CHF | 1,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 143 573 CHF | 144 494 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 1,79 CHF | 1,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 131 823 CHF | 132 809 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 1,88 CHF | 1,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 145 045 CHF | 146 089 CHF | 100,00% | 100,00% |
15/11/2024 | 0,99% | 1,98 CHF | 2,00 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 106 394 CHF | 107 334 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,96 CHF | 1,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 146 115 CHF | 147 203 CHF | 99,22% | 99,22% |
13/11/2024 | 0,72% | 1,94 CHF | 1,95 CHF | 75 000 | 75 000 | 74 449 | 74 449 | 142 724 CHF | 143 754 CHF | 99,36% | 99,36% |
12/11/2024 | 0,71% | 1,95 CHF | 1,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 149 835 CHF | 150 907 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 2,11 CHF | 2,12 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 154 588 CHF | 155 622 CHF | 100,00% | 100,00% |
08/11/2024 | 0,67% | 2,10 CHF | 2,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 156 723 CHF | 157 782 CHF | 100,00% | 100,00% |