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 | 0,38% | 2,64 CHF | 2,65 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 658 951 CHF | 198 435 CHF | 98,31% | 98,31% |
19/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 648 796 CHF | 195 389 CHF | 98,62% | 98,62% |
18/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 658 656 CHF | 198 347 CHF | 94,86% | 94,86% |
15/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 655 655 CHF | 197 447 CHF | 99,40% | 99,40% |
14/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 641 136 CHF | 193 091 CHF | 95,87% | 95,87% |
13/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 631 755 CHF | 190 276 CHF | 96,75% | 96,75% |
12/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 632 505 CHF | 190 501 CHF | 89,38% | 89,38% |
11/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 615 492 CHF | 185 397 CHF | 98,89% | 98,89% |
08/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 594 127 CHF | 178 988 CHF | 93,41% | 93,41% |
07/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 250 000 | 75 000 | 250 000 | 75 000 | 578 191 CHF | 174 207 CHF | 84,75% | 84,75% |