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% | 2,01 CHF | 2,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 422 539 CHF | 424 539 CHF | 96,86% | 96,86% |
19/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 397 682 CHF | 399 682 CHF | 94,14% | 94,14% |
18/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 435 118 CHF | 437 118 CHF | 95,43% | 95,43% |
15/11/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 447 827 CHF | 449 827 CHF | 97,14% | 97,14% |
14/11/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 447 968 CHF | 449 968 CHF | 95,31% | 95,31% |
13/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 407 068 CHF | 409 068 CHF | 94,27% | 94,27% |
12/11/2024 | 0,44% | 2,05 CHF | 2,06 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 450 995 CHF | 452 995 CHF | 88,98% | 88,98% |
11/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 494 735 CHF | 496 735 CHF | 99,50% | 99,50% |
08/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 451 375 CHF | 453 375 CHF | 93,50% | 93,50% |
07/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 466 816 CHF | 468 816 CHF | 93,47% | 93,47% |