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 | 0,58% | 1,83 CHF | 1,84 CHF | 159 250 | 160 000 | 160 000 | 160 000 | 275 285 CHF | 276 885 CHF | 95,75% | 95,75% |
19/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 296 317 CHF | 297 917 CHF | 97,78% | 97,78% |
18/11/2024 | 0,45% | 2,00 CHF | 2,01 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 221 121 CHF | 222 121 CHF | 99,28% | 99,28% |
15/11/2024 | 0,37% | 2,55 CHF | 2,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 268 833 CHF | 269 833 CHF | 97,93% | 97,93% |
14/11/2024 | 0,40% | 2,80 CHF | 2,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 248 958 CHF | 249 958 CHF | 98,67% | 98,67% |
13/11/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 200 060 CHF | 201 060 CHF | 97,02% | 97,02% |
12/11/2024 | 0,56% | 2,17 CHF | 2,18 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 182 725 CHF | 183 725 CHF | 95,23% | 95,23% |
11/11/2024 | 0,49% | 1,87 CHF | 1,88 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 204 703 CHF | 205 703 CHF | 99,11% | 99,11% |
08/11/2024 | 0,32% | 2,98 CHF | 2,99 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 316 196 CHF | 317 196 CHF | 99,46% | 99,46% |
07/11/2024 | 0,29% | 3,25 CHF | 3,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 344 505 CHF | 345 505 CHF | 98,87% | 98,87% |