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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,53% | 1,85 CHF | 1,86 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 937 155 CHF | 942 155 CHF | 99,98% | 99,98% |
20/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 954 436 CHF | 959 436 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 973 647 CHF | 978 647 CHF | 99,66% | 99,66% |
18/11/2024 | 0,48% | 1,95 CHF | 1,96 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 038 380 CHF | 1 043 380 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,03 CHF | 2,04 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 033 680 CHF | 1 038 680 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 004 730 CHF | 1 009 730 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 026 840 CHF | 1 031 840 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 013 360 CHF | 1 018 360 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 2,08 CHF | 2,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 991 812 CHF | 996 812 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 1,89 CHF | 1,90 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 906 773 CHF | 911 773 CHF | 100,00% | 100,00% |