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 | 0,45% | 2,26 CHF | 2,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 449 288 CHF | 451 301 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 2,26 CHF | 2,27 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 437 779 CHF | 440 100 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 427 959 CHF | 429 959 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 429 459 CHF | 431 459 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 425 935 CHF | 427 935 CHF | 99,50% | 99,50% |
13/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 430 051 CHF | 432 033 CHF | 99,32% | 99,32% |
12/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 429 572 CHF | 431 572 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 413 204 CHF | 415 204 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 414 824 CHF | 416 824 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 393 929 CHF | 395 887 CHF | 99,13% | 99,13% |