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 | 0,35% | 2,98 CHF | 2,99 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 858 114 CHF | 861 114 CHF | 97,89% | 97,89% |
19/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 897 492 CHF | 900 492 CHF | 99,99% | 99,99% |
18/11/2024 | 0,35% | 2,77 CHF | 2,78 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 845 172 CHF | 848 172 CHF | 98,77% | 98,77% |
15/11/2024 | 0,37% | 2,81 CHF | 2,82 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 811 582 CHF | 814 582 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,44 CHF | 2,45 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 771 776 CHF | 774 776 CHF | 98,23% | 98,23% |
13/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 804 827 CHF | 807 827 CHF | 99,60% | 99,60% |
12/11/2024 | 0,41% | 2,64 CHF | 2,65 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 734 295 CHF | 737 295 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 653 948 CHF | 656 948 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 714 952 CHF | 717 952 CHF | 84,82% | 84,82% |
07/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 637 429 CHF | 640 429 CHF | 100,00% | 100,00% |