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% | 2,12 CHF | 2,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 628 527 CHF | 210 509 CHF | 99,44% | 99,44% |
19/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 634 182 CHF | 212 394 CHF | 99,44% | 99,44% |
18/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 635 577 CHF | 212 859 CHF | 97,24% | 97,24% |
15/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 616 210 CHF | 206 403 CHF | 99,45% | 99,45% |
14/11/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 589 213 CHF | 197 404 CHF | 99,44% | 99,44% |
13/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 596 602 CHF | 199 867 CHF | 96,92% | 96,92% |
12/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 595 577 CHF | 199 526 CHF | 96,91% | 96,91% |
11/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 581 638 CHF | 194 879 CHF | 99,44% | 99,44% |
08/11/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 567 396 CHF | 190 132 CHF | 99,28% | 99,28% |
07/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 570 010 CHF | 191 003 CHF | 98,70% | 98,70% |