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 | 0,43% | 2,36 CHF | 2,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 468 632 CHF | 470 644 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 2,35 CHF | 2,37 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 456 617 CHF | 459 150 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 447 266 CHF | 449 266 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 448 929 CHF | 450 929 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 445 323 CHF | 447 323 CHF | 99,50% | 99,50% |
13/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 449 005 CHF | 450 983 CHF | 99,32% | 99,32% |
12/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 448 948 CHF | 450 948 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 432 262 CHF | 434 262 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 434 327 CHF | 436 327 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 412 679 CHF | 414 638 CHF | 99,13% | 99,13% |