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% | 2,69 CHF | 2,70 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 613 078 CHF | 205 109 CHF | 99,32% | 99,32% |
19/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 580 108 CHF | 194 119 CHF | 96,71% | 96,71% |
18/11/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 658 539 CHF | 220 263 CHF | 97,54% | 97,54% |
15/11/2024 | 0,32% | 2,96 CHF | 2,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 696 163 CHF | 232 804 CHF | 96,56% | 96,56% |
14/11/2024 | 0,32% | 3,23 CHF | 3,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 692 299 CHF | 231 516 CHF | 99,35% | 99,35% |
13/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 667 251 CHF | 223 167 CHF | 99,34% | 99,34% |
12/11/2024 | 0,33% | 2,86 CHF | 2,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 671 240 CHF | 224 497 CHF | 99,35% | 99,35% |
11/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 661 460 CHF | 221 237 CHF | 99,33% | 99,33% |
08/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 635 665 CHF | 212 638 CHF | 99,33% | 99,33% |
07/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 666 740 CHF | 222 997 CHF | 98,61% | 98,61% |