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% | 2,11 CHF | 2,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 521 365 CHF | 209 546 CHF | 99,16% | 99,16% |
19/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 528 123 CHF | 212 249 CHF | 99,16% | 99,16% |
18/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 527 565 CHF | 212 026 CHF | 99,21% | 99,21% |
15/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 520 995 CHF | 209 398 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 517 885 CHF | 208 154 CHF | 99,15% | 99,15% |
13/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 531 303 CHF | 213 521 CHF | 99,16% | 99,16% |
12/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 520 715 CHF | 209 286 CHF | 99,15% | 99,15% |
11/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 502 854 CHF | 202 142 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 508 097 CHF | 204 239 CHF | 99,16% | 99,16% |
07/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 492 481 CHF | 197 992 CHF | 97,98% | 97,98% |