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 | 0,34% | 2,92 CHF | 2,93 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 724 030 CHF | 290 612 CHF | 99,17% | 99,17% |
19/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 718 153 CHF | 288 261 CHF | 99,17% | 99,17% |
18/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 718 185 CHF | 288 274 CHF | 99,23% | 99,23% |
15/11/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 725 028 CHF | 291 011 CHF | 99,17% | 99,17% |
14/11/2024 | 0,34% | 2,83 CHF | 2,84 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 725 820 CHF | 291 328 CHF | 99,16% | 99,16% |
13/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 754 853 CHF | 302 941 CHF | 99,17% | 99,17% |
12/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 747 608 CHF | 300 043 CHF | 99,17% | 99,17% |
11/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 729 090 CHF | 292 636 CHF | 99,17% | 99,17% |
08/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 723 772 CHF | 290 509 CHF | 99,17% | 99,17% |
07/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 708 401 CHF | 284 360 CHF | 98,00% | 98,00% |