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 | 0,42% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 705 295 CHF | 236 098 CHF | 99,38% | 99,38% |
19/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 666 194 CHF | 223 065 CHF | 99,37% | 99,37% |
18/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 679 966 CHF | 227 655 CHF | 99,38% | 99,38% |
15/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 692 273 CHF | 231 758 CHF | 99,36% | 99,36% |
14/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 720 200 CHF | 241 067 CHF | 99,38% | 99,38% |
13/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 706 773 CHF | 236 591 CHF | 99,38% | 99,38% |
12/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 699 685 CHF | 234 228 CHF | 99,15% | 99,15% |
11/11/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 727 497 CHF | 243 499 CHF | 99,38% | 99,38% |
08/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 694 055 CHF | 232 352 CHF | 99,37% | 99,37% |
07/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 692 859 CHF | 231 953 CHF | 98,58% | 98,58% |