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% | 2,08 CHF | 2,09 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 477 766 CHF | 160 005 CHF | 99,34% | 99,34% |
19/11/2024 | 0,51% | 2,00 CHF | 2,01 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 443 917 CHF | 148 722 CHF | 96,73% | 96,73% |
18/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 525 168 CHF | 175 806 CHF | 97,59% | 97,59% |
15/11/2024 | 0,38% | 2,49 CHF | 2,50 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 393 366 CHF | 131 622 CHF | 96,56% | 96,56% |
14/11/2024 | 0,38% | 2,76 CHF | 2,77 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 390 544 CHF | 130 681 CHF | 99,34% | 99,34% |
13/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 559 764 CHF | 187 338 CHF | 99,39% | 99,39% |
12/11/2024 | 0,40% | 2,38 CHF | 2,39 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 563 419 CHF | 188 556 CHF | 99,35% | 99,35% |
11/11/2024 | 0,41% | 2,51 CHF | 2,52 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 552 813 CHF | 185 021 CHF | 99,35% | 99,35% |
08/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 524 437 CHF | 175 562 CHF | 99,30% | 99,30% |
07/11/2024 | 0,40% | 2,38 CHF | 2,39 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 369 908 CHF | 123 803 CHF | 98,60% | 98,60% |