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 | 0,40% | 2,52 CHF | 2,53 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 621 707 CHF | 624 207 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 615 906 CHF | 618 406 CHF | 99,91% | 99,91% |
18/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 622 409 CHF | 624 909 CHF | 99,91% | 99,91% |
15/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 621 885 CHF | 624 385 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 628 694 CHF | 631 194 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 606 933 CHF | 609 433 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 605 303 CHF | 607 803 CHF | 99,70% | 99,70% |
11/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 594 326 CHF | 596 826 CHF | 99,91% | 99,91% |
08/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 566 402 CHF | 568 902 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 566 446 CHF | 568 946 CHF | 95,89% | 95,89% |