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 | 0,42% | 2,33 CHF | 2,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 708 881 CHF | 237 294 CHF | 99,43% | 99,43% |
19/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 698 740 CHF | 233 913 CHF | 99,42% | 99,42% |
18/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 694 708 CHF | 232 569 CHF | 97,02% | 97,02% |
15/11/2024 | 0,42% | 2,31 CHF | 2,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 716 131 CHF | 239 710 CHF | 99,44% | 99,44% |
14/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 754 276 CHF | 252 425 CHF | 99,42% | 99,42% |
13/11/2024 | 0,39% | 2,48 CHF | 2,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 777 000 CHF | 260 000 CHF | 94,68% | 94,68% |
12/11/2024 | 0,37% | 2,57 CHF | 2,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 814 515 CHF | 272 505 CHF | 96,78% | 96,78% |
11/11/2024 | 0,34% | 2,80 CHF | 2,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 870 112 CHF | 291 037 CHF | 99,46% | 99,46% |
08/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 888 092 CHF | 297 031 CHF | 89,73% | 89,73% |
07/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 893 918 CHF | 298 973 CHF | 98,67% | 98,67% |