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 | 0,39% | 2,58 CHF | 2,59 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 385 774 CHF | 129 091 CHF | 99,37% | 99,37% |
19/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 150 000 | 50 000 | 105 653 | 64 768 | 271 135 CHF | 167 267 CHF | 99,38% | 99,38% |
18/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 199 729 CHF | 200 479 CHF | 97,58% | 97,58% |
15/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 196 277 CHF | 197 027 CHF | 99,37% | 99,37% |
14/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 203 825 CHF | 204 575 CHF | 99,37% | 99,37% |
13/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 200 488 CHF | 201 238 CHF | 96,85% | 96,85% |
12/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 204 859 CHF | 205 609 CHF | 96,84% | 96,84% |
11/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 202 129 CHF | 202 879 CHF | 99,38% | 99,38% |
08/11/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 735 CHF | 192 485 CHF | 90,80% | 90,80% |
07/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 199 254 CHF | 200 004 CHF | 98,68% | 98,68% |