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% | 2,31 CHF | 2,32 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 687 630 CHF | 115 105 CHF | 99,16% | 99,16% |
19/11/2024 | 0,42% | 2,25 CHF | 2,26 CHF | 300 000 | 50 000 | 300 000 | 50 000 | 707 071 CHF | 118 345 CHF | 96,62% | 96,62% |
18/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 300 000 | 50 000 | 300 000 | 69 567 | 754 699 CHF | 175 625 CHF | 99,21% | 99,21% |
15/11/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 758 175 CHF | 190 294 CHF | 99,17% | 99,17% |
14/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 773 767 CHF | 194 192 CHF | 99,15% | 99,15% |
13/11/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 756 752 CHF | 189 938 CHF | 99,16% | 99,16% |
12/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 806 785 CHF | 202 446 CHF | 99,16% | 99,16% |
11/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 835 706 CHF | 209 676 CHF | 99,16% | 99,16% |
08/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 806 552 CHF | 202 388 CHF | 99,17% | 99,17% |
07/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 816 461 CHF | 204 865 CHF | 98,18% | 98,18% |