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% | 2,54 CHF | 2,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 754 515 CHF | 252 505 CHF | 99,44% | 99,44% |
19/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 759 868 CHF | 254 289 CHF | 99,44% | 99,44% |
18/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 761 650 CHF | 254 883 CHF | 97,57% | 97,57% |
15/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 742 715 CHF | 248 572 CHF | 99,45% | 99,45% |
14/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 715 694 CHF | 239 565 CHF | 99,44% | 99,44% |
13/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 722 302 CHF | 241 767 CHF | 96,92% | 96,92% |
12/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 721 113 CHF | 241 371 CHF | 96,84% | 96,84% |
11/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 707 137 CHF | 236 712 CHF | 99,44% | 99,44% |
08/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 691 635 CHF | 231 545 CHF | 99,28% | 99,28% |
07/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 694 664 CHF | 232 555 CHF | 98,69% | 98,69% |