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 | 0,41% | 2,58 CHF | 2,59 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 738 114 CHF | 741 114 CHF | 97,89% | 97,89% |
19/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 777 494 CHF | 780 494 CHF | 99,99% | 99,99% |
18/11/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 725 172 CHF | 728 172 CHF | 98,77% | 98,77% |
15/11/2024 | 0,43% | 2,41 CHF | 2,42 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 691 582 CHF | 694 582 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,04 CHF | 2,05 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 651 914 CHF | 654 914 CHF | 98,22% | 98,22% |
13/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 684 859 CHF | 687 859 CHF | 99,60% | 99,60% |
12/11/2024 | 0,49% | 2,24 CHF | 2,25 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 614 568 CHF | 617 568 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 534 262 CHF | 537 262 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 595 432 CHF | 598 432 CHF | 84,82% | 84,82% |
07/11/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 517 815 CHF | 520 815 CHF | 100,00% | 100,00% |