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 | 0,42% | 2,30 CHF | 2,31 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 715 138 CHF | 179 534 CHF | 99,16% | 99,16% |
19/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 693 984 CHF | 174 246 CHF | 99,17% | 99,17% |
18/11/2024 | 0,40% | 2,42 CHF | 2,43 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 743 320 CHF | 186 580 CHF | 99,22% | 99,22% |
15/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 763 037 CHF | 191 509 CHF | 99,17% | 99,17% |
14/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 700 980 CHF | 175 995 CHF | 99,15% | 99,15% |
13/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 676 551 CHF | 169 888 CHF | 99,17% | 99,17% |
12/11/2024 | 0,40% | 2,27 CHF | 2,28 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 747 631 CHF | 187 658 CHF | 99,16% | 99,16% |
11/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 789 875 CHF | 198 219 CHF | 99,16% | 99,16% |
08/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 300 000 | 75 000 | 300 000 | 75 000 | 732 786 CHF | 183 946 CHF | 99,17% | 99,17% |
07/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 684 443 CHF | 229 148 CHF | 98,19% | 98,19% |