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 | 0,43% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 694 010 CHF | 232 337 CHF | 99,14% | 99,14% |
20/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 688 709 CHF | 230 570 CHF | 99,38% | 99,38% |
19/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 703 998 CHF | 235 666 CHF | 99,38% | 99,38% |
18/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 677 674 CHF | 226 892 CHF | 97,53% | 97,53% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 674 234 CHF | 225 745 CHF | 99,38% | 99,38% |
14/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 692 359 CHF | 231 786 CHF | 99,37% | 99,37% |
13/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 714 012 CHF | 239 004 CHF | 96,85% | 96,85% |
12/11/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 689 056 CHF | 230 685 CHF | 96,91% | 96,91% |
11/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 632 525 CHF | 211 842 CHF | 99,35% | 99,35% |
08/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 638 927 CHF | 213 976 CHF | 96,65% | 96,65% |