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% | 2,47 CHF | 2,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 490 347 CHF | 492 348 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,46 CHF | 2,47 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 477 867 CHF | 480 197 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 468 985 CHF | 470 985 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 470 711 CHF | 472 711 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 466 997 CHF | 468 997 CHF | 99,49% | 99,49% |
13/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 470 447 CHF | 472 430 CHF | 99,32% | 99,32% |
12/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 470 480 CHF | 472 480 CHF | 100,00% | 100,00% |
11/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 454 080 CHF | 456 080 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 456 070 CHF | 458 070 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,26 CHF | 2,27 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 433 713 CHF | 435 671 CHF | 99,13% | 99,13% |