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 | 0,37% | 2,70 CHF | 2,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 819 192 CHF | 274 064 CHF | 99,37% | 99,37% |
19/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 812 932 CHF | 271 977 CHF | 99,38% | 99,38% |
18/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 826 606 CHF | 276 535 CHF | 97,20% | 97,20% |
15/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 823 981 CHF | 275 660 CHF | 99,38% | 99,38% |
14/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 808 295 CHF | 270 432 CHF | 99,37% | 99,37% |
13/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 772 388 CHF | 258 463 CHF | 96,89% | 96,89% |
12/11/2024 | 0,38% | 2,55 CHF | 2,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 792 494 CHF | 265 165 CHF | 96,95% | 96,95% |
11/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 815 749 CHF | 272 916 CHF | 98,77% | 98,77% |
08/11/2024 | 0,36% | 2,68 CHF | 2,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 821 846 CHF | 274 949 CHF | 93,17% | 93,17% |
07/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 841 399 CHF | 281 466 CHF | 98,70% | 98,70% |