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% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 686 055 CHF | 229 685 CHF | 99,37% | 99,37% |
19/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 680 054 CHF | 227 685 CHF | 99,38% | 99,38% |
18/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 693 322 CHF | 232 107 CHF | 97,20% | 97,20% |
15/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 690 477 CHF | 231 159 CHF | 99,38% | 99,38% |
14/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 674 796 CHF | 225 932 CHF | 99,37% | 99,37% |
13/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 639 171 CHF | 214 057 CHF | 96,89% | 96,89% |
12/11/2024 | 0,45% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 659 466 CHF | 220 822 CHF | 96,93% | 96,93% |
11/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 682 400 CHF | 228 467 CHF | 98,77% | 98,77% |
08/11/2024 | 0,43% | 2,24 CHF | 2,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 688 464 CHF | 230 488 CHF | 93,17% | 93,17% |
07/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 435 CHF | 236 812 CHF | 98,71% | 98,71% |