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 | 0,44% | 2,22 CHF | 2,23 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 508 576 CHF | 170 275 CHF | 98,86% | 98,86% |
19/11/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 480 149 CHF | 160 800 CHF | 98,68% | 98,68% |
18/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 480 080 CHF | 160 777 CHF | 98,90% | 98,90% |
15/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 481 561 CHF | 161 270 CHF | 97,98% | 97,98% |
14/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 492 831 CHF | 165 027 CHF | 97,17% | 97,17% |
13/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 482 352 CHF | 161 534 CHF | 98,83% | 98,83% |
12/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 505 259 CHF | 169 170 CHF | 98,65% | 98,65% |
11/11/2024 | 0,43% | 2,26 CHF | 2,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 516 742 CHF | 172 997 CHF | 98,88% | 98,88% |
08/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 508 431 CHF | 170 227 CHF | 98,74% | 98,74% |
07/11/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 489 322 CHF | 163 857 CHF | 98,15% | 98,15% |