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 | 0,38% | 2,65 CHF | 2,66 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 398 531 CHF | 133 344 CHF | 98,93% | 98,93% |
19/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 405 144 CHF | 135 548 CHF | 98,90% | 98,90% |
18/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 413 833 CHF | 138 444 CHF | 97,05% | 97,05% |
15/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 419 890 CHF | 140 463 CHF | 99,37% | 99,37% |
14/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 413 632 CHF | 138 377 CHF | 99,37% | 99,37% |
13/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 399 590 CHF | 133 697 CHF | 96,85% | 96,85% |
12/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 390 460 CHF | 130 653 CHF | 96,83% | 96,83% |
11/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 379 515 CHF | 127 005 CHF | 98,87% | 98,87% |
08/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 378 639 CHF | 126 713 CHF | 93,76% | 93,76% |
07/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 386 017 CHF | 129 172 CHF | 98,70% | 98,70% |