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 | 0,35% | 2,87 CHF | 2,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 850 349 CHF | 284 450 CHF | 99,37% | 99,37% |
19/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 844 678 CHF | 282 559 CHF | 96,93% | 96,93% |
18/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 819 682 CHF | 274 227 CHF | 95,42% | 95,42% |
15/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 819 190 CHF | 274 063 CHF | 99,38% | 99,38% |
14/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 841 774 CHF | 281 591 CHF | 99,37% | 99,37% |
13/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 828 511 CHF | 277 170 CHF | 92,15% | 92,15% |
12/11/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 813 759 CHF | 272 253 CHF | 96,89% | 96,89% |
11/11/2024 | 0,36% | 2,71 CHF | 2,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 822 053 CHF | 275 018 CHF | 97,56% | 97,56% |
08/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 799 410 CHF | 267 470 CHF | 93,16% | 93,16% |
07/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 791 166 CHF | 264 722 CHF | 98,68% | 98,68% |