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 | 0,36% | 2,79 CHF | 2,80 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 417 735 CHF | 139 745 CHF | 99,38% | 99,38% |
19/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 150 000 | 50 000 | 105 653 | 64 768 | 293 528 CHF | 181 021 CHF | 99,38% | 99,38% |
18/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 215 702 CHF | 216 452 CHF | 97,54% | 97,54% |
15/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 212 201 CHF | 212 951 CHF | 99,38% | 99,38% |
14/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 219 766 CHF | 220 516 CHF | 99,37% | 99,37% |
13/11/2024 | 0,35% | 2,95 CHF | 2,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 216 285 CHF | 217 035 CHF | 96,85% | 96,85% |
12/11/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 220 687 CHF | 221 437 CHF | 96,91% | 96,91% |
11/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 217 914 CHF | 218 664 CHF | 99,38% | 99,38% |
08/11/2024 | 0,36% | 2,86 CHF | 2,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 207 388 CHF | 208 138 CHF | 90,80% | 90,80% |
07/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 214 954 CHF | 215 704 CHF | 98,70% | 98,70% |