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 | 0,37% | 2,68 CHF | 2,69 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 807 860 CHF | 810 860 CHF | 99,08% | 99,08% |
19/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 784 531 CHF | 787 531 CHF | 98,69% | 98,69% |
18/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 817 801 CHF | 820 801 CHF | 98,67% | 98,67% |
15/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 838 919 CHF | 841 919 CHF | 99,03% | 99,03% |
14/11/2024 | 0,34% | 2,83 CHF | 2,84 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 875 662 CHF | 878 662 CHF | 98,96% | 98,96% |
13/11/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 812 865 CHF | 815 865 CHF | 98,83% | 98,83% |
12/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 838 937 CHF | 841 937 CHF | 98,50% | 98,50% |
11/11/2024 | 0,38% | 2,79 CHF | 2,80 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 796 639 CHF | 799 639 CHF | 98,85% | 98,85% |
08/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 760 705 CHF | 763 705 CHF | 98,93% | 98,93% |
07/11/2024 | 0,39% | 2,48 CHF | 2,49 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 774 357 CHF | 777 357 CHF | 98,69% | 98,69% |