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 | 0,40% | 2,54 CHF | 2,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 755 249 CHF | 758 249 CHF | 98,90% | 98,90% |
19/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 774 594 CHF | 777 594 CHF | 98,51% | 98,51% |
18/11/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 748 651 CHF | 751 651 CHF | 98,72% | 98,72% |
15/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 730 774 CHF | 733 774 CHF | 99,00% | 99,00% |
14/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 696 235 CHF | 699 235 CHF | 98,73% | 98,73% |
13/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 748 039 CHF | 751 039 CHF | 98,45% | 98,45% |
12/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 720 228 CHF | 723 228 CHF | 98,69% | 98,69% |
11/11/2024 | 0,39% | 2,40 CHF | 2,41 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 758 795 CHF | 761 795 CHF | 98,65% | 98,65% |
08/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 782 904 CHF | 785 904 CHF | 99,03% | 99,03% |
07/11/2024 | 0,39% | 2,67 CHF | 2,68 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 774 706 CHF | 777 706 CHF | 98,51% | 98,51% |