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 | 0,48% | 2,11 CHF | 2,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 944 542 CHF | 316 348 CHF | 97,86% | 97,86% |
19/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 949 115 CHF | 317 872 CHF | 90,41% | 90,41% |
18/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 947 361 CHF | 317 287 CHF | 94,74% | 94,74% |
15/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 959 831 CHF | 321 444 CHF | 97,47% | 97,47% |
14/11/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 978 857 CHF | 327 786 CHF | 97,95% | 97,95% |
13/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 988 644 CHF | 331 048 CHF | 96,24% | 96,24% |
12/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 957 226 CHF | 320 575 CHF | 94,69% | 94,69% |
11/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 964 766 CHF | 323 089 CHF | 98,75% | 98,75% |
08/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 974 777 CHF | 326 426 CHF | 98,43% | 98,43% |
07/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 939 266 CHF | 314 589 CHF | 98,20% | 98,20% |