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% | 1,98 CHF | 1,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 902 947 CHF | 302 482 CHF | 99,44% | 99,44% |
19/11/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 908 358 CHF | 304 286 CHF | 98,95% | 98,95% |
18/11/2024 | 0,50% | 2,06 CHF | 2,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 905 403 CHF | 303 301 CHF | 97,62% | 97,62% |
15/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 903 254 CHF | 302 585 CHF | 99,44% | 99,44% |
14/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 882 595 CHF | 295 698 CHF | 99,44% | 99,44% |
13/11/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 842 477 CHF | 282 326 CHF | 96,93% | 96,93% |
12/11/2024 | 0,52% | 1,86 CHF | 1,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 869 831 CHF | 291 444 CHF | 96,97% | 96,97% |
11/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 903 102 CHF | 302 534 CHF | 99,47% | 99,47% |
08/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 914 224 CHF | 306 241 CHF | 90,59% | 90,59% |
07/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 944 016 CHF | 316 172 CHF | 98,69% | 98,69% |