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 | 0,39% | 2,54 CHF | 2,55 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 581 192 CHF | 194 481 CHF | 99,34% | 99,34% |
19/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 546 582 CHF | 182 944 CHF | 96,58% | 96,58% |
18/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 628 625 CHF | 210 292 CHF | 97,54% | 97,54% |
15/11/2024 | 0,32% | 2,96 CHF | 2,97 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 463 696 CHF | 155 065 CHF | 96,58% | 96,58% |
14/11/2024 | 0,33% | 3,23 CHF | 3,24 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 460 763 CHF | 154 088 CHF | 99,34% | 99,34% |
13/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 443 437 CHF | 148 312 CHF | 99,35% | 99,35% |
12/11/2024 | 0,34% | 2,84 CHF | 2,85 CHF | 150 000 | 50 000 | 153 582 | 51 194 | 456 036 CHF | 152 524 CHF | 99,37% | 99,37% |
11/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 225 000 | 75 000 | 196 166 | 65 389 | 572 631 CHF | 191 531 CHF | 99,31% | 99,31% |
08/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 629 804 CHF | 210 685 CHF | 99,33% | 99,33% |
07/11/2024 | 0,34% | 2,85 CHF | 2,86 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 440 410 CHF | 147 303 CHF | 98,74% | 98,74% |