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 | 0,43% | 2,36 CHF | 2,37 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 703 020 CHF | 706 020 CHF | 99,08% | 99,08% |
19/11/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 722 551 CHF | 725 551 CHF | 98,52% | 98,52% |
18/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 696 528 CHF | 699 528 CHF | 98,75% | 98,75% |
15/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 678 462 CHF | 681 462 CHF | 98,97% | 98,97% |
14/11/2024 | 0,47% | 2,23 CHF | 2,24 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 643 833 CHF | 646 833 CHF | 98,91% | 98,91% |
13/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 696 106 CHF | 699 106 CHF | 99,00% | 99,00% |
12/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 668 317 CHF | 671 317 CHF | 98,66% | 98,66% |
11/11/2024 | 0,42% | 2,22 CHF | 2,23 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 706 998 CHF | 709 998 CHF | 98,69% | 98,69% |
08/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 731 562 CHF | 734 562 CHF | 98,93% | 98,93% |
07/11/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 723 168 CHF | 726 168 CHF | 98,52% | 98,52% |