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 | 0,49% | 2,08 CHF | 2,09 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 512 944 CHF | 515 444 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 507 537 CHF | 510 037 CHF | 99,91% | 99,91% |
18/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 513 297 CHF | 515 797 CHF | 99,90% | 99,90% |
15/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 512 836 CHF | 515 336 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 519 371 CHF | 521 871 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 498 431 CHF | 500 931 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 250 000 | 250 000 | 249 999 | 250 000 | 496 778 CHF | 499 280 CHF | 99,70% | 99,70% |
11/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 486 044 CHF | 488 544 CHF | 99,91% | 99,91% |
08/11/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 459 095 CHF | 461 595 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 458 794 CHF | 461 294 CHF | 95,89% | 95,89% |