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 | 0,48% | 2,10 CHF | 2,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 943 577 CHF | 316 026 CHF | 98,85% | 98,85% |
19/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 943 083 CHF | 315 861 CHF | 98,33% | 98,33% |
18/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 932 352 CHF | 312 284 CHF | 96,58% | 96,58% |
15/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 929 905 CHF | 311 468 CHF | 98,31% | 98,31% |
14/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 943 747 CHF | 316 082 CHF | 98,90% | 98,90% |
13/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 946 433 CHF | 316 978 CHF | 86,89% | 86,89% |
12/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 927 465 CHF | 310 655 CHF | 96,31% | 96,31% |
11/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 927 714 CHF | 310 738 CHF | 98,90% | 98,90% |
08/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 932 518 CHF | 312 339 CHF | 89,94% | 89,94% |
07/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 911 021 CHF | 305 174 CHF | 98,25% | 98,25% |