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 | 1,34% | 2,12 CHF | 2,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 223 022 CHF | 226 022 CHF | 91,87% | 91,87% |
19/11/2024 | 0,94% | 2,11 CHF | 2,13 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 422 676 CHF | 426 676 CHF | 96,92% | 96,92% |
18/11/2024 | 1,02% | 2,33 CHF | 2,35 CHF | 200 000 | 200 000 | 179 044 | 179 044 | 408 179 CHF | 412 011 CHF | 93,04% | 93,04% |
15/11/2024 | 0,83% | 2,28 CHF | 2,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 478 661 CHF | 482 661 CHF | 98,97% | 98,97% |
14/11/2024 | 0,79% | 2,65 CHF | 2,67 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 504 065 CHF | 508 065 CHF | 98,36% | 98,36% |
13/11/2024 | 0,90% | 2,45 CHF | 2,47 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 483 150 CHF | 487 509 CHF | 97,16% | 97,16% |
12/11/2024 | 0,75% | 2,46 CHF | 2,48 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 528 487 CHF | 532 487 CHF | 98,69% | 98,69% |
11/11/2024 | 0,69% | 2,89 CHF | 2,91 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 581 430 CHF | 585 430 CHF | 99,27% | 99,27% |
08/11/2024 | 0,73% | 2,68 CHF | 2,70 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 545 677 CHF | 549 677 CHF | 96,11% | 96,11% |
07/11/2024 | 0,70% | 2,94 CHF | 2,96 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 595 037 CHF | 599 227 CHF | 89,19% | 89,19% |