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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 223 577 CHF | 224 577 CHF | 99,40% | 99,40% |
20/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 200 906 CHF | 201 906 CHF | 99,49% | 99,49% |
19/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 193 743 CHF | 194 743 CHF | 99,32% | 99,32% |
18/11/2024 | 0,49% | 1,98 CHF | 1,99 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 254 110 CHF | 255 360 CHF | 99,28% | 99,28% |
15/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 258 821 CHF | 260 071 CHF | 99,49% | 99,49% |
14/11/2024 | 0,44% | 2,18 CHF | 2,19 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 286 926 CHF | 288 176 CHF | 99,36% | 99,36% |
13/11/2024 | 0,43% | 2,38 CHF | 2,39 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 287 685 CHF | 288 935 CHF | 99,18% | 99,18% |
12/11/2024 | 0,44% | 2,36 CHF | 2,37 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 284 159 CHF | 285 409 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 2,28 CHF | 2,29 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 257 487 CHF | 258 737 CHF | 99,40% | 99,40% |
08/11/2024 | 0,57% | 1,85 CHF | 1,86 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 218 297 CHF | 219 547 CHF | 99,49% | 99,49% |