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% | 2,30 CHF | 2,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 458 187 CHF | 460 187 CHF | 99,08% | 99,08% |
19/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 454 665 CHF | 456 665 CHF | 98,98% | 98,98% |
18/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 465 299 CHF | 467 299 CHF | 98,97% | 98,97% |
15/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 475 347 CHF | 477 347 CHF | 99,04% | 99,04% |
14/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 487 486 CHF | 489 486 CHF | 99,08% | 99,08% |
13/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 473 864 CHF | 475 864 CHF | 99,04% | 99,04% |
12/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 467 734 CHF | 469 734 CHF | 98,73% | 98,73% |
11/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 445 673 CHF | 447 673 CHF | 98,84% | 98,84% |
08/11/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 436 328 CHF | 438 328 CHF | 99,01% | 99,01% |
07/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 437 025 CHF | 439 025 CHF | 98,98% | 98,98% |