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 | 0,37% | 2,66 CHF | 2,67 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 605 917 CHF | 202 722 CHF | 99,30% | 99,30% |
19/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 572 392 CHF | 191 548 CHF | 96,73% | 96,73% |
18/11/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 652 391 CHF | 218 214 CHF | 97,55% | 97,55% |
15/11/2024 | 0,32% | 2,96 CHF | 2,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 695 601 CHF | 232 617 CHF | 96,56% | 96,56% |
14/11/2024 | 0,33% | 3,23 CHF | 3,24 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 691 349 CHF | 231 200 CHF | 99,35% | 99,35% |
13/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 665 617 CHF | 222 622 CHF | 99,34% | 99,34% |
12/11/2024 | 0,34% | 2,85 CHF | 2,86 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 669 305 CHF | 223 852 CHF | 99,37% | 99,37% |
11/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 659 200 CHF | 220 483 CHF | 99,32% | 99,32% |
08/11/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 632 368 CHF | 211 539 CHF | 99,33% | 99,33% |
07/11/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 663 285 CHF | 221 845 CHF | 98,67% | 98,67% |