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% | 2,46 CHF | 2,47 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 367 388 CHF | 122 963 CHF | 99,38% | 99,38% |
19/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 150 000 | 50 000 | 105 653 | 64 768 | 258 079 CHF | 159 239 CHF | 99,38% | 99,38% |
18/11/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 190 485 CHF | 191 235 CHF | 97,56% | 97,56% |
15/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 186 995 CHF | 187 745 CHF | 99,38% | 99,38% |
14/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 194 498 CHF | 195 248 CHF | 99,37% | 99,37% |
13/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 149 CHF | 191 899 CHF | 96,95% | 96,95% |
12/11/2024 | 0,38% | 2,55 CHF | 2,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 195 548 CHF | 196 298 CHF | 96,91% | 96,91% |
11/11/2024 | 0,39% | 2,60 CHF | 2,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 192 942 CHF | 193 692 CHF | 99,38% | 99,38% |
08/11/2024 | 0,41% | 2,52 CHF | 2,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 182 605 CHF | 183 355 CHF | 90,80% | 90,80% |
07/11/2024 | 0,39% | 2,45 CHF | 2,46 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 190 057 CHF | 190 807 CHF | 98,69% | 98,69% |