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 | 0,50% | 2,00 CHF | 2,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 495 346 CHF | 199 139 CHF | 99,16% | 99,16% |
19/11/2024 | 0,49% | 1,94 CHF | 1,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 511 603 CHF | 205 641 CHF | 96,92% | 96,92% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 551 403 CHF | 221 561 CHF | 99,22% | 99,22% |
15/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 556 779 CHF | 223 711 CHF | 99,16% | 99,16% |
14/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 569 595 CHF | 228 838 CHF | 99,15% | 99,15% |
13/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 555 145 CHF | 223 058 CHF | 99,17% | 99,17% |
12/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 597 028 CHF | 239 811 CHF | 99,16% | 99,16% |
11/11/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 621 614 CHF | 249 645 CHF | 99,17% | 99,17% |
08/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 597 304 CHF | 239 922 CHF | 99,17% | 99,17% |
07/11/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 605 509 CHF | 243 204 CHF | 98,03% | 98,03% |