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 | 0,47% | 2,08 CHF | 2,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 532 624 CHF | 214 050 CHF | 99,38% | 99,38% |
19/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 526 275 CHF | 211 510 CHF | 99,38% | 99,38% |
18/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 531 249 CHF | 213 500 CHF | 99,38% | 99,38% |
15/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 544 206 CHF | 218 682 CHF | 99,37% | 99,37% |
14/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 546 043 CHF | 219 417 CHF | 99,38% | 99,38% |
13/11/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 534 690 CHF | 214 876 CHF | 99,38% | 99,38% |
12/11/2024 | 0,45% | 2,13 CHF | 2,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 548 305 CHF | 220 322 CHF | 99,11% | 99,11% |
11/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 558 916 CHF | 224 567 CHF | 99,38% | 99,38% |
08/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 548 391 CHF | 220 356 CHF | 99,38% | 99,38% |
07/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 547 901 CHF | 220 160 CHF | 98,69% | 98,69% |