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 | 0,46% | 2,20 CHF | 2,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 649 033 CHF | 217 344 CHF | 99,37% | 99,37% |
19/11/2024 | 0,47% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 643 819 CHF | 215 606 CHF | 96,93% | 96,93% |
18/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 617 872 CHF | 206 957 CHF | 95,37% | 95,37% |
15/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 617 192 CHF | 206 731 CHF | 99,38% | 99,38% |
14/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 639 912 CHF | 214 304 CHF | 99,37% | 99,37% |
13/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 627 748 CHF | 210 249 CHF | 92,23% | 92,23% |
12/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 613 189 CHF | 205 396 CHF | 96,91% | 96,91% |
11/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 622 395 CHF | 208 465 CHF | 97,56% | 97,56% |
08/11/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 601 198 CHF | 201 399 CHF | 93,15% | 93,15% |
07/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 592 533 CHF | 198 511 CHF | 98,70% | 98,70% |