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 | 0,84% | 2,39 CHF | 2,41 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 475 512 CHF | 479 512 CHF | 99,08% | 99,08% |
19/11/2024 | 0,83% | 2,36 CHF | 2,38 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 479 427 CHF | 483 427 CHF | 98,29% | 98,29% |
18/11/2024 | 0,81% | 2,43 CHF | 2,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 493 643 CHF | 497 643 CHF | 98,93% | 98,93% |
15/11/2024 | 0,79% | 2,50 CHF | 2,52 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 501 494 CHF | 505 494 CHF | 99,00% | 99,00% |
14/11/2024 | 0,78% | 2,56 CHF | 2,58 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 512 535 CHF | 516 535 CHF | 98,23% | 98,23% |
13/11/2024 | 0,79% | 2,52 CHF | 2,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 501 963 CHF | 505 963 CHF | 98,99% | 98,99% |
12/11/2024 | 0,80% | 2,51 CHF | 2,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 496 683 CHF | 500 683 CHF | 98,70% | 98,70% |
11/11/2024 | 0,82% | 2,44 CHF | 2,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 485 785 CHF | 489 785 CHF | 97,81% | 97,81% |
08/11/2024 | 0,84% | 2,41 CHF | 2,43 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 476 575 CHF | 480 575 CHF | 99,02% | 99,02% |
07/11/2024 | 0,85% | 2,33 CHF | 2,35 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 468 219 CHF | 472 219 CHF | 98,89% | 98,89% |