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 | 0,34% | 2,78 CHF | 2,79 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 743 167 CHF | 745 667 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,80 CHF | 2,81 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 679 651 CHF | 682 151 CHF | 99,94% | 99,94% |
18/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 774 290 CHF | 776 790 CHF | 99,95% | 99,95% |
15/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 804 762 CHF | 807 262 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 806 109 CHF | 808 609 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 700 634 CHF | 703 134 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 2,84 CHF | 2,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 812 307 CHF | 814 807 CHF | 99,98% | 99,98% |
11/11/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 922 727 CHF | 925 227 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 807 835 CHF | 810 335 CHF | 90,07% | 90,07% |
07/11/2024 | 0,29% | 3,55 CHF | 3,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 854 854 CHF | 857 354 CHF | 96,32% | 96,32% |