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 | 0,36% | 2,79 CHF | 2,80 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 689 397 CHF | 691 897 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 683 396 CHF | 685 896 CHF | 99,91% | 99,91% |
18/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 690 219 CHF | 692 719 CHF | 99,91% | 99,91% |
15/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 689 832 CHF | 692 332 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 696 686 CHF | 699 186 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 674 439 CHF | 676 939 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 672 752 CHF | 675 252 CHF | 99,70% | 99,70% |
11/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 661 472 CHF | 663 972 CHF | 99,91% | 99,91% |
08/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 633 132 CHF | 635 632 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 633 305 CHF | 635 805 CHF | 95,89% | 95,89% |