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 | 0,37% | 2,69 CHF | 2,70 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 816 502 CHF | 204 875 CHF | 99,37% | 99,37% |
19/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 789 386 CHF | 198 097 CHF | 99,37% | 99,37% |
18/11/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 784 833 CHF | 196 958 CHF | 99,25% | 99,25% |
15/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 769 069 CHF | 193 017 CHF | 98,76% | 98,76% |
14/11/2024 | 0,35% | 2,74 CHF | 2,75 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 846 716 CHF | 212 429 CHF | 99,37% | 99,37% |
13/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 839 945 CHF | 210 736 CHF | 99,37% | 99,37% |
12/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 847 401 CHF | 212 600 CHF | 99,37% | 99,37% |
11/11/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 835 577 CHF | 209 644 CHF | 99,38% | 99,38% |
08/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 791 455 CHF | 198 614 CHF | 99,38% | 99,38% |
07/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 774 070 CHF | 194 268 CHF | 98,38% | 98,38% |