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 | 0,43% | 2,23 CHF | 2,24 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 350 789 CHF | 117 430 CHF | 99,35% | 99,35% |
19/11/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 150 000 | 50 000 | 105 105 | 64 972 | 232 826 CHF | 143 971 CHF | 98,83% | 98,83% |
18/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 162 496 CHF | 163 246 CHF | 97,50% | 97,50% |
15/11/2024 | 0,45% | 2,09 CHF | 2,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 165 799 CHF | 166 549 CHF | 99,36% | 99,36% |
14/11/2024 | 0,41% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 497 CHF | 181 247 CHF | 99,36% | 99,36% |
13/11/2024 | 0,40% | 2,42 CHF | 2,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 186 523 CHF | 187 273 CHF | 94,68% | 94,68% |
12/11/2024 | 0,41% | 2,44 CHF | 2,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 183 943 CHF | 184 693 CHF | 94,14% | 94,14% |
11/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 252 CHF | 181 002 CHF | 98,53% | 98,53% |
08/11/2024 | 0,41% | 2,38 CHF | 2,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 182 540 CHF | 183 290 CHF | 90,80% | 90,80% |
07/11/2024 | 0,43% | 2,40 CHF | 2,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 484 CHF | 176 234 CHF | 98,64% | 98,64% |