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% | 2,66 CHF | 2,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 187 894 CHF | 188 644 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,62 CHF | 2,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 204 246 CHF | 204 996 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,45 CHF | 2,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 496 CHF | 192 246 CHF | 98,93% | 98,93% |
15/11/2024 | 0,41% | 2,68 CHF | 2,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 183 033 CHF | 183 783 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,12 CHF | 2,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 165 503 CHF | 166 253 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 148 CHF | 169 898 CHF | 99,88% | 99,88% |
12/11/2024 | 0,52% | 2,04 CHF | 2,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 142 982 CHF | 143 732 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 132 429 CHF | 133 179 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 155 702 CHF | 156 452 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 146 111 CHF | 146 861 CHF | 99,68% | 99,68% |