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 | 0,48% | 2,05 CHF | 2,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 626 889 CHF | 209 963 CHF | 99,36% | 99,36% |
19/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 611 365 CHF | 204 788 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 2,11 CHF | 2,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 624 607 CHF | 209 202 CHF | 96,53% | 96,53% |
15/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 611 431 CHF | 204 810 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 594 131 CHF | 199 044 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 752 CHF | 194 250 CHF | 97,01% | 97,01% |
12/11/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 600 046 CHF | 201 015 CHF | 96,92% | 96,92% |
11/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 634 758 CHF | 212 586 CHF | 99,25% | 99,25% |
08/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 623 233 CHF | 208 744 CHF | 99,28% | 99,28% |
07/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 636 788 CHF | 213 263 CHF | 98,68% | 98,68% |