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% | 2,28 CHF | 2,29 CHF | 100 000 | 100 000 | 99 061 | 99 061 | 225 577 CHF | 226 569 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 100 000 | 100 000 | 99 051 | 99 051 | 224 073 CHF | 225 065 CHF | 98,89% | 98,89% |
18/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 219 335 CHF | 220 327 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 223 011 CHF | 224 011 CHF | 72,12% | 72,12% |
14/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 100 000 | 100 000 | 99 060 | 99 060 | 224 686 CHF | 225 677 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 100 000 | 100 000 | 99 059 | 99 059 | 228 015 CHF | 229 006 CHF | 99,82% | 99,82% |
12/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 100 000 | 100 000 | 99 058 | 99 058 | 228 382 CHF | 229 373 CHF | 100,00% | 100,00% |
11/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 100 000 | 100 000 | 99 004 | 99 004 | 223 419 CHF | 224 410 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 100 000 | 100 000 | 99 062 | 99 062 | 222 545 CHF | 223 537 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 100 000 | 100 000 | 99 064 | 99 064 | 211 429 CHF | 212 421 CHF | 100,00% | 100,00% |