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% | 2,39 CHF | 2,40 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 726 502 CHF | 182 375 CHF | 99,38% | 99,38% |
19/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 699 386 CHF | 175 597 CHF | 99,38% | 99,38% |
18/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 694 832 CHF | 174 458 CHF | 99,26% | 99,26% |
15/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 679 069 CHF | 170 517 CHF | 98,76% | 98,76% |
14/11/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 756 716 CHF | 189 929 CHF | 99,37% | 99,37% |
13/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 750 595 CHF | 188 399 CHF | 99,37% | 99,37% |
12/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 757 973 CHF | 190 243 CHF | 99,37% | 99,37% |
11/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 745 577 CHF | 187 144 CHF | 99,38% | 99,38% |
08/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 701 455 CHF | 176 114 CHF | 99,38% | 99,38% |
07/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 684 073 CHF | 171 768 CHF | 98,37% | 98,37% |