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 | 0,40% | 2,47 CHF | 2,48 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 371 271 CHF | 124 257 CHF | 98,93% | 98,93% |
19/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 377 974 CHF | 126 491 CHF | 98,90% | 98,90% |
18/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 386 542 CHF | 129 347 CHF | 97,03% | 97,03% |
15/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 392 401 CHF | 131 300 CHF | 99,37% | 99,37% |
14/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 386 187 CHF | 129 229 CHF | 99,37% | 99,37% |
13/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 372 301 CHF | 124 600 CHF | 96,85% | 96,85% |
12/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 363 297 CHF | 121 599 CHF | 96,81% | 96,81% |
11/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 352 467 CHF | 117 989 CHF | 98,86% | 98,86% |
08/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 351 689 CHF | 117 730 CHF | 93,67% | 93,67% |
07/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 359 048 CHF | 120 183 CHF | 98,69% | 98,69% |