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% | 2,31 CHF | 2,32 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 529 108 CHF | 177 119 CHF | 98,86% | 98,86% |
19/11/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 501 718 CHF | 167 989 CHF | 98,69% | 98,69% |
18/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 501 142 CHF | 167 797 CHF | 98,90% | 98,90% |
15/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 503 090 CHF | 168 447 CHF | 97,75% | 97,75% |
14/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 513 803 CHF | 172 018 CHF | 97,63% | 97,63% |
13/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 503 291 CHF | 168 514 CHF | 98,84% | 98,84% |
12/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 525 969 CHF | 176 073 CHF | 98,90% | 98,90% |
11/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 537 486 CHF | 179 912 CHF | 98,86% | 98,86% |
08/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 529 894 CHF | 177 381 CHF | 95,45% | 95,45% |
07/11/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 511 050 CHF | 171 100 CHF | 98,17% | 98,17% |