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 | 0,49% | 2,02 CHF | 2,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 615 520 CHF | 206 173 CHF | 99,43% | 99,43% |
19/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 605 549 CHF | 202 850 CHF | 99,42% | 99,42% |
18/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 601 175 CHF | 201 392 CHF | 97,06% | 97,06% |
15/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 622 430 CHF | 208 477 CHF | 99,43% | 99,43% |
14/11/2024 | 0,45% | 2,16 CHF | 2,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 660 503 CHF | 221 168 CHF | 99,43% | 99,43% |
13/11/2024 | 0,44% | 2,17 CHF | 2,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 683 983 CHF | 228 994 CHF | 94,75% | 94,75% |
12/11/2024 | 0,42% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 721 602 CHF | 241 534 CHF | 96,85% | 96,85% |
11/11/2024 | 0,39% | 2,49 CHF | 2,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 777 601 CHF | 260 200 CHF | 99,47% | 99,47% |
08/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 796 475 CHF | 266 492 CHF | 89,73% | 89,73% |
07/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 801 779 CHF | 268 260 CHF | 98,69% | 98,69% |