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 | 0,47% | 2,27 CHF | 2,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 159 327 CHF | 160 077 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,23 CHF | 2,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 174 587 CHF | 175 337 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 163 301 CHF | 164 051 CHF | 98,93% | 98,93% |
15/11/2024 | 0,48% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 155 144 CHF | 155 894 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,78 CHF | 1,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 139 753 CHF | 140 503 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 143 129 CHF | 143 879 CHF | 99,87% | 99,87% |
12/11/2024 | 0,63% | 1,70 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 118 740 CHF | 119 490 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 085 CHF | 110 835 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 823 CHF | 131 573 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 122 860 CHF | 123 610 CHF | 99,67% | 99,67% |