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 | 0,50% | 2,16 CHF | 2,17 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 428 632 CHF | 430 786 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 2,15 CHF | 2,17 CHF | 200 000 | 200 000 | 195 491 | 195 491 | 417 619 CHF | 420 055 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 407 404 CHF | 409 404 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 408 929 CHF | 410 929 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 405 323 CHF | 407 323 CHF | 99,49% | 99,49% |
13/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 200 000 | 200 000 | 197 471 | 197 471 | 409 650 CHF | 411 629 CHF | 99,32% | 99,32% |
12/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 408 948 CHF | 410 948 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 392 474 CHF | 394 474 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 394 327 CHF | 396 327 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 200 000 | 200 000 | 193 515 | 193 515 | 373 975 CHF | 375 935 CHF | 99,13% | 99,13% |