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 | 0,41% | 2,66 CHF | 2,67 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 528 774 CHF | 530 921 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,65 CHF | 2,67 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 515 408 CHF | 517 914 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 507 533 CHF | 509 533 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 509 016 CHF | 511 016 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 505 467 CHF | 507 467 CHF | 99,50% | 99,50% |
13/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 508 511 CHF | 510 488 CHF | 99,32% | 99,32% |
12/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 509 118 CHF | 511 118 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 492 612 CHF | 494 612 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 494 463 CHF | 496 463 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,45 CHF | 2,46 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 470 846 CHF | 472 806 CHF | 99,13% | 99,13% |