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 | 0,44% | 2,28 CHF | 2,29 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 505 688 CHF | 169 313 CHF | 98,97% | 98,97% |
19/11/2024 | 0,45% | 2,34 CHF | 2,35 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 502 261 CHF | 168 170 CHF | 94,92% | 94,92% |
18/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 479 616 CHF | 160 622 CHF | 98,84% | 98,84% |
15/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 477 942 CHF | 160 064 CHF | 99,39% | 99,39% |
14/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 498 355 CHF | 166 868 CHF | 98,24% | 98,24% |
13/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 489 133 CHF | 163 794 CHF | 96,90% | 96,90% |
12/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 475 867 CHF | 159 372 CHF | 97,85% | 97,85% |
11/11/2024 | 0,46% | 2,11 CHF | 2,12 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 483 352 CHF | 161 867 CHF | 98,30% | 98,30% |
08/11/2024 | 0,48% | 2,15 CHF | 2,16 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 465 897 CHF | 156 049 CHF | 97,77% | 97,77% |
07/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 457 236 CHF | 153 162 CHF | 98,60% | 98,60% |