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 | 0,38% | 2,64 CHF | 2,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 787 665 CHF | 263 555 CHF | 99,33% | 99,33% |
19/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 772 897 CHF | 258 632 CHF | 98,83% | 98,83% |
18/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 781 297 CHF | 261 432 CHF | 97,27% | 97,27% |
15/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 774 223 CHF | 259 074 CHF | 99,22% | 99,22% |
14/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 763 710 CHF | 255 570 CHF | 98,24% | 98,24% |
13/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 787 226 CHF | 263 409 CHF | 96,89% | 96,89% |
12/11/2024 | 0,39% | 2,63 CHF | 2,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 772 110 CHF | 258 370 CHF | 89,38% | 89,38% |
11/11/2024 | 0,41% | 2,53 CHF | 2,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 736 604 CHF | 246 535 CHF | 98,82% | 98,82% |
08/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 725 712 CHF | 242 904 CHF | 93,33% | 93,33% |
07/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 746 925 CHF | 249 975 CHF | 98,26% | 98,26% |