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 | 0,48% | 2,06 CHF | 2,07 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 413 967 CHF | 415 967 CHF | 99,81% | 99,81% |
19/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 404 041 CHF | 406 041 CHF | 99,72% | 99,72% |
18/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 411 155 CHF | 413 155 CHF | 99,71% | 99,71% |
15/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 420 604 CHF | 422 604 CHF | 99,81% | 99,81% |
14/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 424 392 CHF | 426 392 CHF | 99,81% | 99,81% |
13/11/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 420 870 CHF | 422 870 CHF | 99,81% | 99,81% |
12/11/2024 | 0,46% | 2,11 CHF | 2,12 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 430 199 CHF | 432 199 CHF | 99,51% | 99,51% |
11/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 437 424 CHF | 439 424 CHF | 99,72% | 99,72% |
08/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 431 088 CHF | 433 088 CHF | 99,81% | 99,81% |
07/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 436 849 CHF | 438 849 CHF | 95,69% | 95,69% |