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% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 666 914 CHF | 223 305 CHF | 99,07% | 99,07% |
19/11/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 678 033 CHF | 227 011 CHF | 98,92% | 98,92% |
18/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 661 718 CHF | 221 572 CHF | 97,43% | 97,43% |
15/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 666 774 CHF | 223 258 CHF | 99,45% | 99,45% |
14/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 699 695 CHF | 234 232 CHF | 99,44% | 99,44% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 734 618 CHF | 245 873 CHF | 97,08% | 97,08% |
12/11/2024 | 0,42% | 2,46 CHF | 2,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 706 526 CHF | 236 509 CHF | 96,86% | 96,86% |
11/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 674 248 CHF | 225 749 CHF | 98,57% | 98,57% |
08/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 676 967 CHF | 226 656 CHF | 93,41% | 93,41% |
07/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 651 105 CHF | 218 035 CHF | 98,69% | 98,69% |