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 | 0,41% | 2,42 CHF | 2,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 732 937 CHF | 245 312 CHF | 99,63% | 99,63% |
19/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 700 919 CHF | 234 640 CHF | 98,93% | 98,93% |
18/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 693 665 CHF | 232 222 CHF | 99,23% | 99,23% |
15/11/2024 | 0,40% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 744 761 CHF | 249 254 CHF | 99,35% | 99,35% |
14/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 773 651 CHF | 258 884 CHF | 97,32% | 97,32% |
13/11/2024 | 0,38% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 784 999 CHF | 262 666 CHF | 95,28% | 95,28% |
12/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 800 119 CHF | 267 706 CHF | 99,31% | 99,31% |
11/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 841 338 CHF | 281 446 CHF | 99,40% | 99,40% |
08/11/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 864 217 CHF | 289 072 CHF | 99,38% | 99,38% |
07/11/2024 | 0,38% | 2,96 CHF | 2,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 184 170 CHF | 396 223 CHF | 98,57% | 98,57% |