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 | 0,36% | 2,95 CHF | 2,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 209 116 CHF | 209 866 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 2,90 CHF | 2,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 225 658 CHF | 226 408 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,74 CHF | 2,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 212 873 CHF | 213 623 CHF | 98,92% | 98,92% |
15/11/2024 | 0,37% | 2,97 CHF | 2,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 204 383 CHF | 205 133 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,40 CHF | 2,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 186 790 CHF | 187 540 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 190 438 CHF | 191 188 CHF | 99,87% | 99,87% |
12/11/2024 | 0,46% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 164 350 CHF | 165 100 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 153 811 CHF | 154 561 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 114 CHF | 177 864 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 167 395 CHF | 168 145 CHF | 99,67% | 99,67% |