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 | 0,54% | 1,87 CHF | 1,88 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 556 713 CHF | 186 571 CHF | 99,07% | 99,07% |
19/11/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 567 896 CHF | 190 299 CHF | 98,92% | 98,92% |
18/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 551 342 CHF | 184 781 CHF | 97,16% | 97,16% |
15/11/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 556 157 CHF | 186 386 CHF | 99,45% | 99,45% |
14/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 589 244 CHF | 197 415 CHF | 99,44% | 99,44% |
13/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 624 075 CHF | 209 025 CHF | 96,95% | 96,95% |
12/11/2024 | 0,50% | 2,10 CHF | 2,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 596 070 CHF | 199 690 CHF | 96,81% | 96,81% |
11/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 563 564 CHF | 188 855 CHF | 98,58% | 98,58% |
08/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 566 174 CHF | 189 725 CHF | 93,39% | 93,39% |
07/11/2024 | 0,55% | 1,76 CHF | 1,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 539 820 CHF | 180 940 CHF | 98,67% | 98,67% |