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% | 2,33 CHF | 2,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 710 795 CHF | 237 932 CHF | 99,38% | 99,38% |
19/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 684 557 CHF | 229 186 CHF | 99,37% | 99,37% |
18/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 675 701 CHF | 226 234 CHF | 99,25% | 99,25% |
15/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 661 227 CHF | 221 409 CHF | 98,76% | 98,76% |
14/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 737 215 CHF | 246 738 CHF | 99,37% | 99,37% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 729 436 CHF | 244 145 CHF | 99,37% | 99,37% |
12/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 736 132 CHF | 246 377 CHF | 99,38% | 99,38% |
11/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 723 991 CHF | 242 330 CHF | 99,38% | 99,38% |
08/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 681 132 CHF | 228 044 CHF | 99,38% | 99,38% |
07/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 666 118 CHF | 223 040 CHF | 98,38% | 98,38% |