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 | 0,48% | 2,01 CHF | 2,02 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 933 582 CHF | 104 231 CHF | 99,16% | 99,16% |
19/11/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 909 220 CHF | 101 524 CHF | 99,17% | 99,17% |
18/11/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 964 440 CHF | 107 660 CHF | 99,22% | 99,22% |
15/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 986 715 CHF | 110 135 CHF | 99,16% | 99,16% |
14/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 917 395 CHF | 102 433 CHF | 99,15% | 99,15% |
13/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 889 384 CHF | 99 321 CHF | 99,16% | 99,16% |
12/11/2024 | 0,46% | 1,99 CHF | 2,00 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 969 597 CHF | 108 233 CHF | 99,16% | 99,16% |
11/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 1 016 360 CHF | 113 429 CHF | 99,16% | 99,16% |
08/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 450 000 | 50 000 | 450 000 | 50 000 | 952 501 CHF | 106 333 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 897 713 CHF | 300 738 CHF | 98,18% | 98,18% |