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 | 0,40% | 2,48 CHF | 2,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 754 547 CHF | 252 516 CHF | 99,36% | 99,36% |
19/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 738 898 CHF | 247 299 CHF | 99,38% | 99,38% |
18/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 752 521 CHF | 251 840 CHF | 96,55% | 96,55% |
15/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 739 621 CHF | 247 540 CHF | 99,38% | 99,38% |
14/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 722 080 CHF | 241 693 CHF | 99,37% | 99,37% |
13/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 704 CHF | 236 901 CHF | 96,89% | 96,89% |
12/11/2024 | 0,41% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 727 903 CHF | 243 634 CHF | 96,83% | 96,83% |
11/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 762 773 CHF | 255 258 CHF | 99,25% | 99,25% |
08/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 751 448 CHF | 251 483 CHF | 99,35% | 99,35% |
07/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 765 387 CHF | 256 129 CHF | 98,69% | 98,69% |