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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 888 409 CHF | 297 136 CHF | 99,37% | 99,37% |
22/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 851 552 CHF | 284 851 CHF | 98,31% | 98,31% |
20/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 794 562 CHF | 265 854 CHF | 99,37% | 99,37% |
19/11/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 789 387 CHF | 264 129 CHF | 96,93% | 96,93% |
18/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 763 718 CHF | 255 573 CHF | 95,26% | 95,26% |
15/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 763 100 CHF | 255 367 CHF | 99,38% | 99,38% |
14/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 786 359 CHF | 263 120 CHF | 99,37% | 99,37% |
13/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 773 254 CHF | 258 751 CHF | 92,15% | 92,15% |
12/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 758 212 CHF | 253 737 CHF | 96,92% | 96,92% |
11/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 767 019 CHF | 256 673 CHF | 97,55% | 97,55% |