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 | 0,44% | 2,27 CHF | 2,28 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 674 094 CHF | 677 094 CHF | 99,81% | 99,81% |
19/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 677 020 CHF | 680 020 CHF | 99,72% | 99,72% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 668 461 CHF | 671 461 CHF | 99,71% | 99,71% |
15/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 663 763 CHF | 666 763 CHF | 99,81% | 99,81% |
14/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 668 320 CHF | 671 320 CHF | 99,81% | 99,81% |
13/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 667 642 CHF | 670 642 CHF | 99,81% | 99,81% |
12/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 670 186 CHF | 673 186 CHF | 99,51% | 99,51% |
11/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 666 515 CHF | 669 515 CHF | 99,72% | 99,72% |
08/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 662 682 CHF | 665 682 CHF | 99,81% | 99,81% |
07/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 652 469 CHF | 655 469 CHF | 95,70% | 95,70% |