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 | 0,45% | 2,21 CHF | 2,22 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 991 858 CHF | 221 413 CHF | 99,16% | 99,16% |
19/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 027 660 CHF | 229 369 CHF | 99,16% | 99,16% |
18/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 1 026 270 CHF | 229 060 CHF | 99,20% | 99,20% |
15/11/2024 | 0,48% | 2,27 CHF | 2,28 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 936 416 CHF | 209 092 CHF | 99,16% | 99,16% |
14/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 820 886 CHF | 183 419 CHF | 99,15% | 99,15% |
13/11/2024 | 0,53% | 1,82 CHF | 1,83 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 839 275 CHF | 187 506 CHF | 99,16% | 99,16% |
12/11/2024 | 0,55% | 1,79 CHF | 1,80 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 811 104 CHF | 181 245 CHF | 99,15% | 99,15% |
11/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 826 638 CHF | 184 697 CHF | 99,16% | 99,16% |
08/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 865 850 CHF | 193 411 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 1,91 CHF | 1,92 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 881 111 CHF | 196 803 CHF | 97,98% | 97,98% |