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 | 0,92% | 2,19 CHF | 2,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 433 844 CHF | 437 844 CHF | 99,05% | 99,05% |
19/11/2024 | 0,91% | 2,15 CHF | 2,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 437 835 CHF | 441 835 CHF | 98,61% | 98,61% |
18/11/2024 | 0,88% | 2,22 CHF | 2,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 451 865 CHF | 455 865 CHF | 98,96% | 98,96% |
15/11/2024 | 0,87% | 2,30 CHF | 2,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 459 680 CHF | 463 680 CHF | 99,08% | 99,08% |
14/11/2024 | 0,85% | 2,35 CHF | 2,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 470 663 CHF | 474 663 CHF | 98,24% | 98,24% |
13/11/2024 | 0,87% | 2,32 CHF | 2,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 460 407 CHF | 464 407 CHF | 98,86% | 98,86% |
12/11/2024 | 0,88% | 2,31 CHF | 2,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 455 114 CHF | 459 114 CHF | 98,56% | 98,56% |
11/11/2024 | 0,90% | 2,23 CHF | 2,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 444 157 CHF | 448 157 CHF | 98,24% | 98,24% |
08/11/2024 | 0,91% | 2,20 CHF | 2,22 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 435 454 CHF | 439 454 CHF | 99,03% | 99,03% |
07/11/2024 | 0,93% | 2,13 CHF | 2,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 426 964 CHF | 430 964 CHF | 98,90% | 98,90% |