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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 940 966 CHF | 315 155 CHF | 98,80% | 98,80% |
22/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 926 970 CHF | 310 490 CHF | 98,43% | 98,43% |
20/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 934 647 CHF | 313 049 CHF | 98,83% | 98,83% |
19/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 912 660 CHF | 305 720 CHF | 90,62% | 90,62% |
18/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 902 154 CHF | 302 218 CHF | 94,86% | 94,86% |
15/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 902 618 CHF | 302 373 CHF | 97,78% | 97,78% |
14/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 905 201 CHF | 303 234 CHF | 98,73% | 98,73% |
13/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 887 987 CHF | 297 496 CHF | 96,57% | 96,57% |
12/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 965 311 CHF | 323 270 CHF | 95,45% | 95,45% |
11/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 954 261 CHF | 319 587 CHF | 98,34% | 98,34% |