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 | 0,43% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 688 772 CHF | 230 591 CHF | 99,23% | 99,23% |
19/11/2024 | 0,46% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 301 605 | 100 535 | 660 560 CHF | 221 192 CHF | 98,91% | 98,91% |
18/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 300 000 | 100 000 | 313 246 | 104 415 | 678 748 CHF | 227 294 CHF | 99,66% | 99,66% |
15/11/2024 | 0,43% | 2,20 CHF | 2,21 CHF | 450 000 | 150 000 | 312 294 | 104 098 | 727 943 CHF | 243 689 CHF | 99,36% | 99,36% |
14/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 729 286 CHF | 244 095 CHF | 98,30% | 98,30% |
13/11/2024 | 0,40% | 2,39 CHF | 2,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 741 007 CHF | 248 002 CHF | 95,24% | 95,24% |
12/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 756 515 CHF | 253 172 CHF | 99,37% | 99,37% |
11/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 797 552 CHF | 266 850 CHF | 99,37% | 99,37% |
08/11/2024 | 0,36% | 2,65 CHF | 2,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 820 720 CHF | 274 573 CHF | 99,36% | 99,36% |
07/11/2024 | 0,40% | 2,81 CHF | 2,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 119 260 CHF | 374 586 CHF | 98,57% | 98,57% |