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 | 0,53% | 1,91 CHF | 1,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 566 265 CHF | 189 755 CHF | 99,44% | 99,44% |
19/11/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 545 108 CHF | 182 703 CHF | 98,78% | 98,78% |
18/11/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 545 735 CHF | 182 912 CHF | 97,66% | 97,66% |
15/11/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 557 289 CHF | 186 763 CHF | 93,47% | 93,47% |
14/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 575 825 CHF | 192 942 CHF | 99,44% | 99,44% |
13/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 582 992 CHF | 195 331 CHF | 97,05% | 97,05% |
12/11/2024 | 0,50% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 595 239 CHF | 199 413 CHF | 96,89% | 96,89% |
11/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 595 131 CHF | 199 377 CHF | 99,44% | 99,44% |
08/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 591 569 CHF | 198 190 CHF | 99,27% | 99,27% |
07/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 601 674 CHF | 201 558 CHF | 98,69% | 98,69% |