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 | 0,35% | 2,84 CHF | 2,85 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 648 048 CHF | 216 766 CHF | 98,86% | 98,86% |
19/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 619 372 CHF | 207 207 CHF | 98,72% | 98,72% |
18/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 619 864 CHF | 207 371 CHF | 98,91% | 98,91% |
15/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 621 566 CHF | 207 939 CHF | 98,25% | 98,25% |
14/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 632 541 CHF | 211 597 CHF | 97,05% | 97,05% |
13/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 622 070 CHF | 208 107 CHF | 98,84% | 98,84% |
12/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 644 903 CHF | 215 718 CHF | 98,66% | 98,66% |
11/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 656 476 CHF | 219 575 CHF | 98,87% | 98,87% |
08/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 648 470 CHF | 216 907 CHF | 98,18% | 98,18% |
07/11/2024 | 0,36% | 2,85 CHF | 2,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 629 794 CHF | 210 681 CHF | 98,16% | 98,16% |