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% | 2,04 CHF | 2,05 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 634 867 CHF | 159 467 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 613 351 CHF | 154 088 CHF | 99,17% | 99,17% |
18/11/2024 | 0,45% | 2,14 CHF | 2,15 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 661 214 CHF | 166 053 CHF | 99,22% | 99,22% |
15/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 680 772 CHF | 170 943 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 2,04 CHF | 2,05 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 618 043 CHF | 155 261 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 597 249 CHF | 150 062 CHF | 99,16% | 99,16% |
12/11/2024 | 0,45% | 2,01 CHF | 2,02 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 668 168 CHF | 167 792 CHF | 99,16% | 99,16% |
11/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 711 123 CHF | 178 531 CHF | 99,16% | 99,16% |
08/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 653 331 CHF | 164 083 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 604 404 CHF | 202 468 CHF | 98,19% | 98,19% |