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 | 0,43% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 690 051 CHF | 231 017 CHF | 99,36% | 99,36% |
19/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 674 412 CHF | 225 804 CHF | 99,38% | 99,38% |
18/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 687 894 CHF | 230 298 CHF | 96,50% | 96,50% |
15/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 674 853 CHF | 225 951 CHF | 99,38% | 99,38% |
14/11/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 657 343 CHF | 220 114 CHF | 99,37% | 99,37% |
13/11/2024 | 0,47% | 2,13 CHF | 2,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 643 049 CHF | 215 350 CHF | 97,01% | 97,01% |
12/11/2024 | 0,45% | 2,13 CHF | 2,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 663 280 CHF | 222 093 CHF | 96,84% | 96,84% |
11/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 698 068 CHF | 233 689 CHF | 99,25% | 99,25% |
08/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 686 655 CHF | 229 885 CHF | 99,35% | 99,35% |
07/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 700 424 CHF | 234 475 CHF | 98,70% | 98,70% |