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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 280 375 CHF | 281 375 CHF | 99,49% | 99,49% |
20/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 257 453 CHF | 258 453 CHF | 99,27% | 99,27% |
19/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 250 001 CHF | 251 001 CHF | 99,40% | 99,40% |
18/11/2024 | 0,38% | 2,54 CHF | 2,55 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 324 982 CHF | 326 232 CHF | 99,37% | 99,37% |
15/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 329 401 CHF | 330 651 CHF | 99,46% | 99,46% |
14/11/2024 | 0,35% | 2,75 CHF | 2,76 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 357 782 CHF | 359 032 CHF | 99,38% | 99,38% |
13/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 357 946 CHF | 359 196 CHF | 99,28% | 99,28% |
12/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 354 387 CHF | 355 637 CHF | 99,18% | 99,18% |
11/11/2024 | 0,38% | 2,84 CHF | 2,85 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 327 460 CHF | 328 710 CHF | 99,40% | 99,40% |
08/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 287 638 CHF | 288 888 CHF | 99,50% | 99,50% |