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% | 1,96 CHF | 1,97 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 505 930 CHF | 605 372 CHF | 97,64% | 97,64% |
19/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 500 720 CHF | 603 287 CHF | 90,00% | 90,00% |
18/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 534 940 CHF | 616 977 CHF | 93,94% | 93,94% |
15/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 500 130 CHF | 603 052 CHF | 94,11% | 94,11% |
14/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 487 200 CHF | 597 879 CHF | 97,35% | 97,35% |
13/11/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 479 830 CHF | 594 933 CHF | 94,20% | 94,20% |
12/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 505 480 CHF | 605 191 CHF | 92,60% | 92,60% |
11/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 526 060 CHF | 613 424 CHF | 94,26% | 94,26% |
08/11/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 508 030 CHF | 606 213 CHF | 92,61% | 92,61% |
07/11/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 750 000 | 300 000 | 750 000 | 300 000 | 1 548 640 CHF | 622 454 CHF | 97,78% | 97,78% |