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 | 0,42% | 2,40 CHF | 2,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 239 804 CHF | 240 804 CHF | 99,46% | 99,46% |
20/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 217 087 CHF | 218 087 CHF | 99,43% | 99,43% |
19/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 209 793 CHF | 210 793 CHF | 99,33% | 99,33% |
18/11/2024 | 0,45% | 2,14 CHF | 2,15 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 274 309 CHF | 275 559 CHF | 99,28% | 99,28% |
15/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 278 978 CHF | 280 228 CHF | 99,38% | 99,38% |
14/11/2024 | 0,41% | 2,34 CHF | 2,35 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 307 056 CHF | 308 306 CHF | 99,29% | 99,29% |
13/11/2024 | 0,41% | 2,54 CHF | 2,55 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 307 741 CHF | 308 991 CHF | 99,20% | 99,20% |
12/11/2024 | 0,41% | 2,52 CHF | 2,53 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 304 194 CHF | 305 444 CHF | 99,16% | 99,16% |
11/11/2024 | 0,45% | 2,44 CHF | 2,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 277 462 CHF | 278 712 CHF | 99,40% | 99,40% |
08/11/2024 | 0,52% | 2,01 CHF | 2,02 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 238 102 CHF | 239 352 CHF | 99,49% | 99,49% |