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 | 0,49% | 2,00 CHF | 2,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 609 356 CHF | 204 119 CHF | 99,37% | 99,37% |
19/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 603 410 CHF | 202 137 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 616 537 CHF | 206 512 CHF | 97,53% | 97,53% |
15/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 613 394 CHF | 205 465 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 598 053 CHF | 200 351 CHF | 99,37% | 99,37% |
13/11/2024 | 0,53% | 1,86 CHF | 1,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 562 056 CHF | 188 352 CHF | 97,03% | 97,03% |
12/11/2024 | 0,51% | 1,85 CHF | 1,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 582 476 CHF | 195 159 CHF | 96,91% | 96,91% |
11/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 605 431 CHF | 202 810 CHF | 98,77% | 98,77% |
08/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 611 225 CHF | 204 742 CHF | 93,17% | 93,17% |
07/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 630 045 CHF | 211 015 CHF | 98,68% | 98,68% |