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 | 0,45% | 2,04 CHF | 2,05 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 558 741 CHF | 561 241 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 2,06 CHF | 2,07 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 494 892 CHF | 497 392 CHF | 99,94% | 99,94% |
18/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 589 629 CHF | 592 129 CHF | 99,95% | 99,95% |
15/11/2024 | 0,40% | 2,41 CHF | 2,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 619 720 CHF | 622 220 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 621 166 CHF | 623 666 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 514 615 CHF | 517 115 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,10 CHF | 2,11 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 627 580 CHF | 630 080 CHF | 99,98% | 99,98% |
11/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 738 092 CHF | 740 592 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 622 247 CHF | 624 747 CHF | 90,07% | 90,07% |
07/11/2024 | 0,37% | 2,81 CHF | 2,82 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 668 383 CHF | 670 883 CHF | 96,32% | 96,32% |