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% | 2,35 CHF | 2,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 598 831 CHF | 240 532 CHF | 99,38% | 99,38% |
19/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 578 282 CHF | 232 313 CHF | 99,38% | 99,38% |
18/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 587 816 CHF | 236 126 CHF | 99,38% | 99,38% |
15/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 597 957 CHF | 240 183 CHF | 99,37% | 99,37% |
14/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 590 764 CHF | 237 305 CHF | 99,38% | 99,38% |
13/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 587 936 CHF | 236 174 CHF | 99,38% | 99,38% |
12/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 596 416 CHF | 239 566 CHF | 99,11% | 99,11% |
11/11/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 617 008 CHF | 247 803 CHF | 99,38% | 99,38% |
08/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 601 834 CHF | 241 734 CHF | 99,38% | 99,38% |
07/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 596 134 CHF | 239 454 CHF | 98,69% | 98,69% |