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 | 0,44% | 2,26 CHF | 2,27 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 338 692 CHF | 113 397 CHF | 99,38% | 99,38% |
19/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 150 000 | 50 000 | 105 653 | 64 768 | 237 868 CHF | 146 854 CHF | 99,37% | 99,37% |
18/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 038 CHF | 176 788 CHF | 97,50% | 97,50% |
15/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 497 CHF | 173 247 CHF | 99,38% | 99,38% |
14/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 021 CHF | 180 771 CHF | 99,37% | 99,37% |
13/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 176 765 CHF | 177 515 CHF | 96,85% | 96,85% |
12/11/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 181 234 CHF | 181 984 CHF | 96,85% | 96,85% |
11/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 178 654 CHF | 179 404 CHF | 99,38% | 99,38% |
08/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 168 448 CHF | 169 198 CHF | 90,79% | 90,79% |
07/11/2024 | 0,43% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 175 871 CHF | 176 621 CHF | 98,70% | 98,70% |