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% | 2,55 CHF | 2,56 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 506 517 CHF | 508 525 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 2,54 CHF | 2,55 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 493 622 CHF | 496 068 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 485 123 CHF | 487 123 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 486 825 CHF | 488 825 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 483 210 CHF | 485 210 CHF | 99,49% | 99,49% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 486 522 CHF | 488 502 CHF | 99,32% | 99,32% |
12/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 486 795 CHF | 488 795 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 470 262 CHF | 472 262 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 472 198 CHF | 474 198 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,34 CHF | 2,35 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 449 345 CHF | 451 305 CHF | 99,13% | 99,13% |