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% | 2,27 CHF | 2,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 449 413 CHF | 451 413 CHF | 99,81% | 99,81% |
19/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 469 987 CHF | 471 987 CHF | 99,72% | 99,72% |
18/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 465 429 CHF | 467 429 CHF | 99,71% | 99,71% |
15/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 463 185 CHF | 465 185 CHF | 99,81% | 99,81% |
14/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 457 419 CHF | 459 419 CHF | 99,81% | 99,81% |
13/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 457 504 CHF | 459 504 CHF | 99,81% | 99,81% |
12/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 465 863 CHF | 467 863 CHF | 99,51% | 99,51% |
11/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 466 029 CHF | 468 029 CHF | 99,72% | 99,72% |
08/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 467 860 CHF | 469 860 CHF | 99,81% | 99,81% |
07/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 456 696 CHF | 458 696 CHF | 95,70% | 95,70% |