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 | 0,43% | 2,33 CHF | 2,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 576 442 CHF | 231 577 CHF | 99,17% | 99,17% |
19/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 570 653 CHF | 229 261 CHF | 99,17% | 99,17% |
18/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 570 494 CHF | 229 197 CHF | 99,23% | 99,23% |
15/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 577 528 CHF | 232 011 CHF | 99,17% | 99,17% |
14/11/2024 | 0,43% | 2,24 CHF | 2,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 577 992 CHF | 232 197 CHF | 99,16% | 99,16% |
13/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 607 353 CHF | 243 941 CHF | 99,17% | 99,17% |
12/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 599 770 CHF | 240 908 CHF | 99,17% | 99,17% |
11/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 581 590 CHF | 233 636 CHF | 99,17% | 99,17% |
08/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 575 837 CHF | 231 335 CHF | 99,17% | 99,17% |
07/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 560 898 CHF | 225 359 CHF | 98,06% | 98,06% |