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 | 0,43% | 2,28 CHF | 2,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 521 275 CHF | 174 508 CHF | 98,86% | 98,86% |
19/11/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 493 205 CHF | 165 152 CHF | 98,69% | 98,69% |
18/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 492 491 CHF | 164 914 CHF | 98,90% | 98,90% |
15/11/2024 | 0,45% | 2,15 CHF | 2,16 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 494 301 CHF | 165 517 CHF | 98,02% | 98,02% |
14/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 505 305 CHF | 169 185 CHF | 97,64% | 97,64% |
13/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 494 889 CHF | 165 713 CHF | 98,84% | 98,84% |
12/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 517 465 CHF | 173 238 CHF | 98,25% | 98,25% |
11/11/2024 | 0,42% | 2,31 CHF | 2,32 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 529 220 CHF | 177 157 CHF | 98,88% | 98,88% |
08/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 521 338 CHF | 174 529 CHF | 98,73% | 98,73% |
07/11/2024 | 0,45% | 2,29 CHF | 2,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 502 399 CHF | 168 216 CHF | 98,15% | 98,15% |