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 | 0,54% | 2,31 CHF | 2,32 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 432 747 CHF | 435 102 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 2,35 CHF | 2,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 347 005 CHF | 349 169 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 2,62 CHF | 2,63 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 383 702 CHF | 386 057 CHF | 100,00% | 100,00% |
15/11/2024 | 0,55% | 2,64 CHF | 2,66 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 413 393 CHF | 415 680 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 2,87 CHF | 2,89 CHF | 175 000 | 175 000 | 174 205 | 174 205 | 479 950 CHF | 482 504 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 2,35 CHF | 2,37 CHF | 175 000 | 175 000 | 174 601 | 174 601 | 417 593 CHF | 420 049 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 2,43 CHF | 2,45 CHF | 125 000 | 125 000 | 124 725 | 124 725 | 350 060 CHF | 352 169 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 3,17 CHF | 3,19 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 477 552 CHF | 480 033 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 2,85 CHF | 2,87 CHF | 125 000 | 125 000 | 124 725 | 124 725 | 367 820 CHF | 369 921 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 3,22 CHF | 3,23 CHF | 150 000 | 150 000 | 149 332 | 149 332 | 466 394 CHF | 468 835 CHF | 100,00% | 100,00% |