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 | 0,39% | 2,53 CHF | 2,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 578 293 CHF | 193 514 CHF | 98,86% | 98,86% |
19/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 549 704 CHF | 183 985 CHF | 98,71% | 98,71% |
18/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 549 939 CHF | 184 063 CHF | 98,89% | 98,89% |
15/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 551 520 CHF | 184 590 CHF | 98,16% | 98,16% |
14/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 562 667 CHF | 188 306 CHF | 97,68% | 97,68% |
13/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 552 147 CHF | 184 799 CHF | 98,85% | 98,85% |
12/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 575 034 CHF | 192 428 CHF | 98,65% | 98,65% |
11/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 586 563 CHF | 196 271 CHF | 98,88% | 98,88% |
08/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 578 387 CHF | 193 546 CHF | 98,67% | 98,67% |
07/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 559 455 CHF | 187 235 CHF | 98,18% | 98,18% |