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 | 0,74% | 2,40 CHF | 2,41 CHF | 200 000 | 200 000 | 89 140 | 89 140 | 214 291 CHF | 215 640 CHF | 99,90% | 99,90% |
19/11/2024 | 0,75% | 2,38 CHF | 2,39 CHF | 200 000 | 200 000 | 89 173 | 89 173 | 212 694 CHF | 214 043 CHF | 100,00% | 100,00% |
18/11/2024 | 0,73% | 2,49 CHF | 2,50 CHF | 200 000 | 200 000 | 88 891 | 88 891 | 219 536 CHF | 220 882 CHF | 99,90% | 99,90% |
15/11/2024 | 0,73% | 2,51 CHF | 2,52 CHF | 190 000 | 190 000 | 87 824 | 87 824 | 217 199 CHF | 218 535 CHF | 99,90% | 99,90% |
14/11/2024 | 1,25% | 2,48 CHF | 2,49 CHF | 200 000 | 200 000 | 65 677 | 65 677 | 163 523 CHF | 164 751 CHF | 96,40% | 96,40% |
13/11/2024 | 0,70% | 2,54 CHF | 2,55 CHF | 190 000 | 190 000 | 85 126 | 85 126 | 216 725 CHF | 218 014 CHF | 99,92% | 99,92% |
12/11/2024 | 0,70% | 2,55 CHF | 2,56 CHF | 190 000 | 190 000 | 84 496 | 84 496 | 216 265 CHF | 217 542 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 2,53 CHF | 2,54 CHF | 190 000 | 190 000 | 85 235 | 85 235 | 217 904 CHF | 219 197 CHF | 99,83% | 99,83% |
08/11/2024 | 0,73% | 2,48 CHF | 2,49 CHF | 200 000 | 200 000 | 88 744 | 88 744 | 219 486 CHF | 220 827 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 2,46 CHF | 2,47 CHF | 200 000 | 200 000 | 89 159 | 89 159 | 219 708 CHF | 221 057 CHF | 100,00% | 100,00% |