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% | 2,73 CHF | 2,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 814 060 CHF | 272 353 CHF | 99,34% | 99,34% |
19/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 799 529 CHF | 267 510 CHF | 98,81% | 98,81% |
18/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 807 903 CHF | 270 301 CHF | 97,26% | 97,26% |
15/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 800 938 CHF | 267 979 CHF | 99,21% | 99,21% |
14/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 790 514 CHF | 264 505 CHF | 98,24% | 98,24% |
13/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 813 719 CHF | 272 240 CHF | 96,74% | 96,74% |
12/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 798 623 CHF | 267 208 CHF | 89,42% | 89,42% |
11/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 763 054 CHF | 255 351 CHF | 98,82% | 98,82% |
08/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 751 893 CHF | 251 631 CHF | 93,34% | 93,34% |
07/11/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 773 470 CHF | 258 823 CHF | 98,26% | 98,26% |