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 | 0,37% | 2,70 CHF | 2,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 541 411 CHF | 543 411 CHF | 99,81% | 99,81% |
19/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 531 704 CHF | 533 704 CHF | 99,72% | 99,72% |
18/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 538 853 CHF | 540 853 CHF | 99,71% | 99,71% |
15/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 548 391 CHF | 550 391 CHF | 99,81% | 99,81% |
14/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 552 161 CHF | 554 161 CHF | 99,81% | 99,81% |
13/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 548 688 CHF | 550 688 CHF | 99,81% | 99,81% |
12/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 558 061 CHF | 560 061 CHF | 99,51% | 99,51% |
11/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 565 356 CHF | 567 356 CHF | 99,71% | 99,71% |
08/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 559 130 CHF | 561 130 CHF | 99,81% | 99,81% |
07/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 564 959 CHF | 566 959 CHF | 95,70% | 95,70% |