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% | 2,51 CHF | 2,52 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 618 725 CHF | 248 490 CHF | 99,38% | 99,38% |
19/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 621 626 CHF | 249 650 CHF | 99,38% | 99,38% |
18/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 606 197 CHF | 243 479 CHF | 99,38% | 99,38% |
15/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 593 822 CHF | 238 529 CHF | 99,37% | 99,37% |
14/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 570 408 CHF | 229 163 CHF | 99,38% | 99,38% |
13/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 557 172 CHF | 223 869 CHF | 99,38% | 99,38% |
12/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 559 963 CHF | 224 985 CHF | 99,11% | 99,11% |
11/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 545 880 CHF | 219 352 CHF | 99,38% | 99,38% |
08/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 556 904 CHF | 223 762 CHF | 99,38% | 99,38% |
07/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 546 205 CHF | 219 482 CHF | 98,69% | 98,69% |