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 | 0,47% | 2,09 CHF | 2,10 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 479 662 CHF | 214 183 CHF | 99,37% | 99,37% |
19/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 454 628 CHF | 203 057 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 449 868 CHF | 200 941 CHF | 99,26% | 99,26% |
15/11/2024 | 0,52% | 1,96 CHF | 1,97 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 435 169 CHF | 194 408 CHF | 98,76% | 98,76% |
14/11/2024 | 0,44% | 2,16 CHF | 2,17 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 507 853 CHF | 226 712 CHF | 99,38% | 99,38% |
13/11/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 501 507 CHF | 223 892 CHF | 99,38% | 99,38% |
12/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 508 436 CHF | 226 971 CHF | 99,38% | 99,38% |
11/11/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 497 240 CHF | 221 996 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 456 468 CHF | 203 875 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 225 000 | 100 000 | 225 000 | 100 000 | 440 484 CHF | 196 771 CHF | 98,38% | 98,38% |