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% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 701 319 CHF | 234 773 CHF | 99,37% | 99,37% |
19/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 696 422 CHF | 233 141 CHF | 96,93% | 96,93% |
18/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 670 362 CHF | 224 454 CHF | 95,39% | 95,39% |
15/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 669 762 CHF | 224 254 CHF | 99,38% | 99,38% |
14/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 692 475 CHF | 231 825 CHF | 99,37% | 99,37% |
13/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 680 359 CHF | 227 786 CHF | 92,15% | 92,15% |
12/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 665 583 CHF | 222 861 CHF | 96,88% | 96,88% |
11/11/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 674 332 CHF | 225 777 CHF | 97,56% | 97,56% |
08/11/2024 | 0,46% | 2,25 CHF | 2,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 653 089 CHF | 218 696 CHF | 93,16% | 93,16% |
07/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 644 401 CHF | 215 800 CHF | 98,67% | 98,67% |