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 | 0,52% | 1,85 CHF | 1,86 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 480 800 CHF | 483 300 CHF | 96,53% | 96,53% |
19/11/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 457 298 CHF | 459 798 CHF | 92,78% | 92,78% |
18/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 489 388 CHF | 491 888 CHF | 97,49% | 97,49% |
15/11/2024 | 0,49% | 1,96 CHF | 1,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 408 502 CHF | 410 502 CHF | 99,65% | 99,65% |
14/11/2024 | 0,47% | 2,24 CHF | 2,25 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 428 474 CHF | 430 474 CHF | 99,49% | 99,49% |
13/11/2024 | 0,54% | 2,09 CHF | 2,10 CHF | 200 000 | 200 000 | 193 496 | 193 496 | 399 692 CHF | 401 744 CHF | 99,08% | 99,08% |
12/11/2024 | 0,44% | 2,10 CHF | 2,11 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 450 663 CHF | 452 663 CHF | 99,18% | 99,18% |
11/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 493 322 CHF | 495 322 CHF | 99,34% | 99,34% |
08/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 465 555 CHF | 467 555 CHF | 96,27% | 96,27% |
07/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 506 931 CHF | 508 931 CHF | 89,64% | 89,64% |