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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 607 696 CHF | 203 316 CHF | 98,93% | 98,93% |
20/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 589 366 CHF | 197 205 CHF | 98,71% | 98,71% |
19/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 561 013 CHF | 187 754 CHF | 98,56% | 98,56% |
18/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 560 741 CHF | 187 664 CHF | 98,86% | 98,86% |
15/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 562 721 CHF | 188 324 CHF | 98,70% | 98,70% |
14/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 573 635 CHF | 191 962 CHF | 97,82% | 97,82% |
13/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 563 259 CHF | 188 503 CHF | 98,84% | 98,84% |
12/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 585 827 CHF | 196 026 CHF | 99,17% | 99,17% |
11/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 597 613 CHF | 199 954 CHF | 98,73% | 98,73% |
08/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 589 604 CHF | 197 285 CHF | 98,79% | 98,79% |