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 | 0,50% | 1,99 CHF | 2,00 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 896 315 CHF | 200 181 CHF | 99,16% | 99,16% |
19/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 450 000 | 100 000 | 449 996 | 100 000 | 932 045 CHF | 208 123 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 930 409 CHF | 207 758 CHF | 99,22% | 99,22% |
15/11/2024 | 0,53% | 2,05 CHF | 2,06 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 840 642 CHF | 187 809 CHF | 99,16% | 99,16% |
14/11/2024 | 0,62% | 1,60 CHF | 1,61 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 725 021 CHF | 162 116 CHF | 99,15% | 99,15% |
13/11/2024 | 0,60% | 1,61 CHF | 1,62 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 743 237 CHF | 166 164 CHF | 99,16% | 99,16% |
12/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 715 553 CHF | 160 012 CHF | 99,16% | 99,16% |
11/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 730 833 CHF | 163 407 CHF | 99,17% | 99,17% |
08/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 769 748 CHF | 172 055 CHF | 99,17% | 99,17% |
07/11/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 785 318 CHF | 175 515 CHF | 98,05% | 98,05% |