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 | 0,42% | 2,37 CHF | 2,38 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 354 174 CHF | 118 558 CHF | 99,38% | 99,38% |
19/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 150 000 | 50 000 | 105 653 | 64 767 | 248 927 CHF | 153 645 CHF | 99,38% | 99,38% |
18/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 183 920 CHF | 184 670 CHF | 97,61% | 97,61% |
15/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 429 CHF | 181 179 CHF | 99,37% | 99,37% |
14/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 187 969 CHF | 188 719 CHF | 99,37% | 99,37% |
13/11/2024 | 0,41% | 2,53 CHF | 2,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 184 737 CHF | 185 487 CHF | 96,85% | 96,85% |
12/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 189 127 CHF | 189 877 CHF | 96,83% | 96,83% |
11/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 186 448 CHF | 187 198 CHF | 99,38% | 99,38% |
08/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 153 CHF | 176 903 CHF | 90,80% | 90,80% |
07/11/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 183 655 CHF | 184 405 CHF | 98,69% | 98,69% |