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 | 0,39% | 2,59 CHF | 2,60 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 572 554 CHF | 191 601 CHF | 98,97% | 98,97% |
19/11/2024 | 0,40% | 2,64 CHF | 2,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 568 527 CHF | 190 259 CHF | 94,94% | 94,94% |
18/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 544 347 CHF | 182 199 CHF | 98,75% | 98,75% |
15/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 542 930 CHF | 181 727 CHF | 99,39% | 99,39% |
14/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 564 579 CHF | 188 943 CHF | 98,23% | 98,23% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 553 763 CHF | 185 338 CHF | 96,91% | 96,91% |
12/11/2024 | 0,42% | 2,45 CHF | 2,46 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 540 365 CHF | 180 872 CHF | 99,26% | 99,26% |
11/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 547 862 CHF | 183 371 CHF | 98,31% | 98,31% |
08/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 529 377 CHF | 177 209 CHF | 99,32% | 99,32% |
07/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 520 412 CHF | 174 221 CHF | 98,61% | 98,61% |