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 | 0,38% | 2,41 CHF | 2,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 649 864 CHF | 652 364 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 586 270 CHF | 588 770 CHF | 99,99% | 99,99% |
18/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 680 831 CHF | 683 331 CHF | 99,95% | 99,95% |
15/11/2024 | 0,35% | 2,77 CHF | 2,78 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 711 101 CHF | 713 601 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 712 506 CHF | 715 006 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,35 CHF | 2,36 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 606 643 CHF | 609 143 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,47 CHF | 2,48 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 718 831 CHF | 721 331 CHF | 99,98% | 99,98% |
11/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 829 276 CHF | 831 776 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 714 006 CHF | 716 506 CHF | 90,07% | 90,07% |
07/11/2024 | 0,33% | 3,17 CHF | 3,18 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 760 526 CHF | 763 026 CHF | 96,33% | 96,33% |