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 | 0,38% | 2,66 CHF | 2,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 791 606 CHF | 264 869 CHF | 98,96% | 98,96% |
19/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 786 254 CHF | 263 085 CHF | 90,67% | 90,67% |
18/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 788 807 CHF | 263 936 CHF | 97,09% | 97,09% |
15/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 784 028 CHF | 262 343 CHF | 98,32% | 98,32% |
14/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 786 733 CHF | 263 244 CHF | 98,11% | 98,11% |
13/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 780 925 CHF | 261 308 CHF | 95,93% | 95,93% |
12/11/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 750 772 CHF | 251 257 CHF | 95,03% | 95,03% |
11/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 668 936 CHF | 223 979 CHF | 98,38% | 98,38% |
08/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 681 800 CHF | 228 267 CHF | 93,18% | 93,18% |
07/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 672 130 CHF | 225 043 CHF | 98,28% | 98,28% |